BSDEs with Default Jump

Dumitrescu, R, Grigorova, M, Quenez, M-C et al. (1 more author) (2018) BSDEs with Default Jump. In: Celledoni, E, Di Nunno, G, Ebrahimi-Fard, K and Munthe-Kaas, HZ, (eds.) Computation and Combinatorics in Dynamics, Stochastics and Control: The Abel Symposium, Rosendal, Norway, August 2016. The Abel Symposium, 16-19 Aug 2016, Barony Rosendal, Norway. Springer International Publishing , pp. 233-263. ISBN 978-3-030-01593-0

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Authors/Creators:
  • Dumitrescu, R
  • Grigorova, M
  • Quenez, M-C
  • Sulem, A
Copyright, Publisher and Additional Information: (c) 2018, Springer Nature Switzerland AG. This is an author produced version of a paper published in Computation and Combinatorics in Dynamics, Stochastics and Control: The Abel Symposium, Rosendal, Norway, August 2016. Uploaded in accordance with the publisher's self-archiving policy.
Dates:
  • Published: 2018
  • Published (online): 14 January 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 06 Sep 2019 11:38
Last Modified: 06 Sep 2019 11:38
Published Version: https://link.springer.com/chapter/10.1007/978-3-03...
Status: Published
Publisher: Springer International Publishing
Identification Number: https://doi.org/10.1007/978-3-030-01593-0_9
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