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BSDEs with default jump - MaRDI portal

BSDEs with default jump (Q1733952)

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scientific article; zbMATH DE number 7040541
Language Label Description Also known as
English
BSDEs with default jump
scientific article; zbMATH DE number 7040541

    Statements

    title
    BSDEs with default jump (English)
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    author
    Roxana Dumitrescu
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    Miryana Grigorova
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    Marie-Claire Quenez
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    Agnès Sulem
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    publication date
    22 March 2019
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    zbMATH Keywords
    Brownian motion
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    exponential semimartingale
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    European option
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    Identifiers

    zbMATH DE Number
    7040541
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    OpenAlex ID
    W2566237626
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