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Financial Mathematics
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Financial Mathematics (1997)Financial MathematicsReflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (2014)Reflected BSDEs and robust op…Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (2009)Generalized reflected BSDEs d…Adapted solution of a backward stochastic differential equation (1990)Backward Stochastic Differential Equations in Finance (1997)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (2008)Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Finance: An Introduction in Discrete Time (2002)Stochastic Integration and Differential Equations (2005)Generalized Dynkin games and doubly reflected BSDEs with jumps (2016)American options in an imperfect complete market with default (2018)Optimal stopping with f -expectations: The irregular case (2019)
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  • 2014Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps61 cited
  • 2009Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition39 cited

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