Anticipated Backward Stochastic Volterra Integral Equations with Jumps and Applications to Dynamic Risk Measures
Crossref DOI link: https://doi.org/10.1007/s10473-023-0321-2
Published Online: 2023-04-29
Published Print: 2023-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Miao, Liangliang
Chen, Yanhong
Xiao, Xiao
Hu, Yijun
Text and Data Mining valid from 2023-04-29
Version of Record valid from 2023-04-29
Article History
Received: 17 September 2020
Revised: 18 January 2022
First Online: 29 April 2023