Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps

By Łukasz Delong. 2013

142 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/9e09f344e5273b54a791a1ef2949100fe8bea455

Citations in the corpus

• Arbitrage‐free XVA (2016, unknown): “The existence of these measurable functions 𝑣±, that is, the fact that 𝑉 ± are Markovian, follows from proposition 4.1.1 in Delong (2013).”