2 Treffer für Schlagwort = "ƒ-expectation"
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Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case
Grigorova, Miryana ; Imkeller, Peter ; Quenez, Marie-Claire ; Ouknine, Youssef
2018
Superhedging prices of European and American options in a non-linear incomplete market with default
Grigorova, Miryana ; Quenez, Marie-Claire ; Sulem, Agnès
2018