L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions
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- University of Jyvaskyla
Details
Original language | English |
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Pages (from-to) | 995-1025 |
Journal | Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability |
Volume | 22 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2016 |