On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289)
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scientific article; zbMATH DE number 7594955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples |
scientific article; zbMATH DE number 7594955 |
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On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (English)
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30 September 2022
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backward stochastic differential equations
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random measures
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monotone stability
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Lévy processes
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step processes
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utility maximization
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entropic risk measure
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good deal valuation bounds
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