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Collection : Ecole Polytechnique, Universite Paris-Saclay Language : english Language : french فلترة بواسطة : مؤلف

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Academic Journal

Quadratic BSDEs with jumps: Related nonlinear expectations

Authors : Kazi-Tani, Mohamed Nabil; Possamaï, Dylan; Zhou, Chao ...

Subjects: BSDEs; quadratic growth; jumps

Source: ISSN: 0219-4937 ; Stochastics and Dynamics ; https://hal.science/hal-01432974 ; Stochastics and Dynamics, 2016, 16 (4), pp.1650012. ⟨10.1142/S021949371650012X⟩.

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Dissertation/ Thesis

Analysis of Backward SDEs with Jumps and Risk Management Issues ; Etude des EDS rétrogrades avec sauts et problèmes de gestion du risque

Authors : Kazi-Tani, Mohamed Nabil;

Subjects: Convex risk measures; Choquet integrals; submodular capacities

Source: https://pastel.hal.science/pastel-00782154 ; Probability [math.PR]. Ecole Polytechnique X, 2012. English. ⟨NNT : ⟩.

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