3 Treffer für Ort = "[Bielefeld]"

• Doubly reflected BSDEs and Ɛƒ-Dynkin games: beyond the right-continuous case Grigorova, Miryana ; Imkeller, Peter ; Quenez, Marie-Claire ; Ouknine, Youssef Bielefeld : Center for Mathematical Economics (IMW), August 16, 2018

• Optimal stopping with ƒ-expectations the irregular case Grigorova, Miryana ; Imkeller, Peter ; Ouknine, Youssef ; Quenez, Marie-Claire Bielefeld : Universitätsbibliothek Bielefeld, July 2017

• Superhedging prices of European and American options in a non-linear incomplete market with default Grigorova, Miryana ; Quenez, Marie-Clair ; Sulem, Agnès Bielefeld : Center for Mathematical Economics (IMW), November 2018