Discrete-Time BSDEs with Random Terminal Horizon (Q5416839)
From MaRDI portal
scientific article; zbMATH DE number 6295670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-Time BSDEs with Random Terminal Horizon |
scientific article; zbMATH DE number 6295670 |
Statements
Discrete-Time BSDEs with Random Terminal Horizon (English)
0 references
15 May 2014
0 references
backward stochastic differential equations
0 references
comparison theorem
0 references
nonlinear expectations
0 references
progressively enlarged filtration
0 references
risk measures
0 references
0 references
