Work

Quadratic-exponential growth backward stochastic Volterra integral equations with jumps and associated dynamic risk measure

Year: 2024

Type: article

Source: Random Operators and Stochastic Equations

DOI: 10.1515/rose-2024-2023

Authors: Kon-Gun Kim, Ji-Gwon Pak, Mun-Chol Kim

Institution: Kim Il-sung University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405301429

FWCI:

Cites: 41

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Related to: 10