Minimal supersolutions of BSDEs under volatility uncertainty

Zitieren

Dateien zu dieser Ressource

Dateien Größe Format Anzeige

Zu diesem Dokument gibt es keine Dateien.

DRAPEAU, Samuel, Gregor HEYNE, Michael KUPPER, 2014. Minimal supersolutions of BSDEs under volatility uncertainty

@unpublished{Drapeau2014Minim-30289, title={Minimal supersolutions of BSDEs under volatility uncertainty}, year={2014}, author={Drapeau, Samuel and Heyne, Gregor and Kupper, Michael} }

<rdf:RDF xmlns:dcterms="http://purl.org/dc/terms/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#" xmlns:foaf="http://xmlns.com/foaf/0.1/" xmlns:void="http://rdfs.org/ns/void#" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/30289"> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/30289"/> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2015-03-16T10:25:45Z</dc:date> <dc:creator>Drapeau, Samuel</dc:creator> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2015-03-16T10:25:45Z</dcterms:available> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dc:contributor>Heyne, Gregor</dc:contributor> <dc:language>eng</dc:language> <dcterms:title>Minimal supersolutions of BSDEs under volatility uncertainty</dcterms:title> <dcterms:abstract xml:lang="eng">We study the existence of minimal supersolutions of BSDEs under a family of mutually singular probability measures. We consider generators that are jointly lower semicontinuous, positive, and either convex in the control variable and monotone in the value variable, or that fulfill a specific normalization property.</dcterms:abstract> <dc:contributor>Drapeau, Samuel</dc:contributor> <dc:creator>Kupper, Michael</dc:creator> <dc:contributor>Kupper, Michael</dc:contributor> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dcterms:issued>2014</dcterms:issued> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <dc:creator>Heyne, Gregor</dc:creator> </rdf:Description> </rdf:RDF>

Das Dokument erscheint in:

KOPS Suche


Stöbern

Mein Benutzerkonto