Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
Overbeck, Ludger, Röder, Jasmin A. L.Volume:
3
Language:
english
Journal:
Probability, Uncertainty and Quantitative Risk
DOI:
10.1186/s41546-018-0030-2
Date:
December, 2018
File:
PDF, 783 KB
english, 2018