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Issue Date
Title
Author(s)
2011
Backward Stochastic Difference Equations with Finite States
Cohen, S.
;
Elliott, R.
;
Kohatsu Higa, A.
;
Privault, N.
;
Sheu, S.
;
Workshop on Stochastic Analysis and Finance (29 Jun 2009 - 3 Jul 2009 : Hong Kong)
2012
Backward stochastic difference equations for a single jump process
Shen, L.
;
Elliott, R.
2010
A general comparison theorem for backward stochastic differential equations
Cohen, S.
;
Elliott, R.
;
Pearce, C.
2010
A general theory of finite state Backward Stochastic Difference Equations
Cohen, S.
;
Elliott, R.
2011
Backward stochastic difference equations and nearly time-consistent nonlinear expectations
Cohen, S.
;
Elliott, R.
Discover
Author
4
Cohen, S.
1
Kohatsu Higa, A.
1
Pearce, C.
1
Privault, N.
1
Shen, L.
1
Sheu, S.
1
Workshop on Stochastic Analysis a...
Subject
3
nonlinear expectation
2
Comparison theorem
2
comparison theorem
1
60G42
1
60H10
1
65C30
1
Dynamic risk measure
1
dynamic risk measure
1
Dynamic risk measures
1
dynamic risk measures
.
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Date issued
1
2012
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2011
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2010