Browsing by Author Stadje, Mitja
Showing results 1 to 2 of 2
Publication Date | Article Title | Author(s) |
---|---|---|
2013 | BSΔEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness | Cheridito, Patrick; Stadje, Mitja |
Apr-2012 | Existence, minimality and approximation of solutions to BSDEs with convex drivers | Cheridito, Patrick; Stadje, Mitja |