Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems

Reflected solutions of backward SDE's, and related obstacle problems for PDE's

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Backward stochastic differential equations and integral-partial differential equations

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Backward stochastic differential equations with jumps and related non-linear expectations

Manuela Royer · Stochastic Processes and their Applications · 2006 · 268 citations

Engineering, Mathematics, Differential Equations +13

BSDEs with jumps, optimization and applications to dynamic risk measures

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Business, Finance, Financial Management +12