https://hal.archives-ouvertes.fr/hal-00845018
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Submitted on : Tuesday, July 16, 2013 - 12:21:22 PM Last modification on : Saturday, March 28, 2020 - 2:12:35 AM
M.-C. Quenez, A. Sulem. BSDEs with jumps, optimization and applications to dynamic risk measures. Stochastic Processes and their Applications, Elsevier, 2013, 123 (8), pp.3328-3357. ⟨hal-00845018⟩