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~person:"Bortot, Silvia"
~person:"Chevance, D."
~person:"Hu, Ying"
~type_genre:"Aufsatz im Buch"
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Bortot, Silvia
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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The generalized Gini welfare function in the framework of symmetric Choquet integration
Bortot, Silvia
;
Marques Pereira, Ricardo Alberto
- In:
Multicriteria and multiagent decision making with …
,
(pp. 15-26)
.
2013
Persistent link: https://www.econbiz.de/10010229659
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Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying
;
Schweizer, Martin
- In:
Advanced mathematical methods for finance
,
(pp. 367-395)
.
2011
Persistent link: https://www.econbiz.de/10008991281
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3
Existence and non-uniqueness of solutions for BSDE
Bao, Xiaobo
;
Delbaen, Freddy
;
Hu, Ying
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 123-134)
.
2010
Persistent link: https://www.econbiz.de/10008749294
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Numerical methods for backward stochastic differential equations
Chevance, D.
- In:
Numerical methods in finance
,
(pp. 232-244)
.
2008
Persistent link: https://www.econbiz.de/10003723947
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