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Backward stochastic difference equations for dynamic convex risk measures on a binomial tree
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- Journal:
- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
- Published online by Cambridge University Press:
- 30 March 2016, pp. 771-785
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- September 2015
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A Diffusion Limit for Generalized Correlated Random Walks
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- Journal:
- Journal of Applied Probability / Volume 43 / Issue 1 / March 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 60-73
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- March 2006
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