Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
Backward stochastic differential equations with time delayed generators - results and counterexamples
BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences
On Malliavin's differentiability of BSDE with time delayed generators driven by Brownian motions and Poisson random measures
Optimal investment and consumption in a Black--Scholes market with Lévy-driven stochastic coefficients
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