On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
Delbaen, Freddy, Hu, Ying, Richou, AdrienVolume:
47
Language:
english
Journal:
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
DOI:
10.1214/10-AIHP372
Date:
May, 2011
File:
PDF, 224 KB
english, 2011