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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)
2010
A general comparison theorem for backward stochastic differential equations
Cohen, S.
;
Elliott, R.
;
Pearce, C.
2010
Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
Cohen, S.
;
Elliott, R.
2013
Some properties of generalized anticipated backward stochastic differential equations
Yang, Z.
;
Elliott, R.
Discover
Author
3
Cohen, S.
1
Kohatsu Higa, A.
1
Pearce, C.
1
Privault, N.
1
Sheu, S.
1
Workshop on Stochastic Analysis a...
1
Yang, Z.
Subject
3
nonlinear expectation
2
BSDE
2
dynamic risk measures
1
Backward stochastic differential ...
1
continuous dependence property
1
duality
1
dynamic risk measure
1
Generalized anticipated BSDEs
1
Markov chains
Date issued
1
2013
1
2011
2
2010