Showing results 1 to 2 of 2
Title | Author(s) | Issue Date | |
---|---|---|---|
A Converse Comparison Theorem for Discrete-time Finite-state BSDEs and Risk Measures Using g-expectation Journal:Communications on Stochastic Analysis | 2013 | ||
Discrete-Time BSDEs with Random Terminal Horizon Journal:Stochastic Analysis and Applications | 2014 |