Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures
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Publication:6101862
DOI10.1007/s10473-023-0321-2zbMath1524.91158MaRDI QIDQ6101862
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Publication date: 5 May 2023
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Statistical methods; risk measures (91G70) Stochastic integrals (60H05) Volterra integral equations (45D05) Jump processes on discrete state spaces (60J74)
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