Mean-field BSDEs with jumps and dual representation for global risk measures

Mean-field BSDEs with jumps and dual representation for global risk measures
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具有跳跃和双重表示的平均场倒向随机微分方程用于全球风险度量

DOI:
10.3934/puqr.2023002
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发表时间:
2023
期刊:
Uncertainty and Quantitative Risk
影响因子:
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通讯作者:
Sulem, Agnès
Sulem, Agnès
中科院分区:
--
文献类型:
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作者:
Chen, Rui;Dumitrescu, Roxana;Minca, Andreea;Sulem, Agnès

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