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Conference paper

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  • 2018

    BSDEs with default jump

    Dumitrescu, R., Grigorova, M., Quenez, M. C. & Sulem, A., 14 Jan 2018, (E-pub ahead of print) Computation and Combinatorics in Dynamics, Stochastics and Control. Springer, Cham, Vol. 13. p. 233-263 31 p.

    Research output: Chapter in Book/Report/Conference proceedingConference paperpeer-review

    11 Citations (Scopus)
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