L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions

Research output: Contribution to journalArticleResearchpeer-review

Authors

External Organisational units

  • University of Jyvaskyla

Details

Original languageEnglish
Pages (from-to)995-1025
JournalBernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
Volume22
Issue number2
DOIs
Publication statusPublished - 2016