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- Publisher Website: 10.1080/07362994.2013.849202
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Article: Discrete-Time BSDEs with Random Terminal Horizon
| Title | Discrete-Time BSDEs with Random Terminal Horizon |
|---|---|
| Authors | |
| Keywords | BSDE Comparison theorem Defaultable contingent claims Nonlinear expectations Progressively enlarged filtration Random terminal horizon Risk measures |
| Issue Date | 2014 |
| Publisher | Taylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/07362994.asp |
| Citation | Stochastic Analysis and Applications, 2014, v. 32 n. 1, p. 110-127 How to Cite? |
| Persistent Identifier | http://hdl.handle.net/10722/198106 |
| ISSN | 2021 Impact Factor: 1.344 2020 SCImago Journal Rankings: 0.535 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Lin, Y | en_US |
| dc.contributor.author | Yang, H | en_US |
| dc.date.accessioned | 2014-06-25T02:47:09Z | - |
| dc.date.available | 2014-06-25T02:47:09Z | - |
| dc.date.issued | 2014 | en_US |
| dc.identifier.citation | Stochastic Analysis and Applications, 2014, v. 32 n. 1, p. 110-127 | en_US |
| dc.identifier.issn | 0736-2994 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/198106 | - |
| dc.language | eng | en_US |
| dc.publisher | Taylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/07362994.asp | - |
| dc.relation.ispartof | Stochastic Analysis and Applications | en_US |
| dc.rights | This is an Accepted Manuscript of an article published by Taylor & Francis in Stochastic Analysis and Applications on 09 Dec 2013, available online: http://wwww.tandfonline.com/10.1080/07362994.2013.849202 | - |
| dc.subject | BSDE | - |
| dc.subject | Comparison theorem | - |
| dc.subject | Defaultable contingent claims | - |
| dc.subject | Nonlinear expectations | - |
| dc.subject | Progressively enlarged filtration | - |
| dc.subject | Random terminal horizon | - |
| dc.subject | Risk measures | - |
| dc.title | Discrete-Time BSDEs with Random Terminal Horizon | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Yang, H: hlyang@hkusua.hku.hk | en_US |
| dc.identifier.authority | Yang, H=rp00826 | en_US |
| dc.description.nature | postprint | - |
| dc.identifier.doi | 10.1080/07362994.2013.849202 | en_US |
| dc.identifier.scopus | eid_2-s2.0-84890605043 | - |
| dc.identifier.hkuros | 229407 | en_US |
| dc.identifier.volume | 32 | en_US |
| dc.identifier.spage | 110 | en_US |
| dc.identifier.epage | 127 | en_US |
| dc.identifier.eissn | 1532-9356 | - |
| dc.identifier.isi | WOS:000328475400007 | - |
| dc.identifier.issnl | 0736-2994 | - |