Graphon Mean-Field Backward Stochastic Differential Equations With Jumps and Associated Dynamic Risk Measures
Year of publication: |
[2022]
|
---|---|
Authors: | Amini, Hamed ; Cao, Zhongyuan ; Sulem, Agnes |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Optionspreistheorie | Option pricing theory | Hedging | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 14, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4162616 [DOI] |
Classification: | C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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