Sulem, AgnÈs
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
2012/12/30 by Quenez, Marie-Claire, Agnès Sulem, Sulem, AgnÈs · 4 citations
Economics, Econometrics and Finance · Decision Sciences · Engineering · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Stability and Control of Uncertain Systems