A Note on BSDEs with Singular Driver Coefficients
Work
Year: 2014
Type: book-chapter
Abstract: In this note we study a class of BSDEs which admits a particular singularity in the driver.More precisely, we assume that the driver is not integrable and degenerates when approaching to the terminal ... more
Authors Monique Jeanblanc, Anthony Réveillac
Institution Université d'Évry Val-d'Essonne
Cites: 11
Cited by: 5
Related to: 10
FWCI: 5.029
Citation percentile (by year/subfield): 89.99
Subfield: Finance
Domain: Social Sciences
Open Access status: green