most citedOn the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples

6 citations · 16 across the 3 of their papers we have counts for

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math.PR2017★ 5 cited

Nash equilibria for game contingent claims with utility-based hedging

Klebert Kentia, Christoph Kühn

Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty.…

math.PR2016★ 6 cited

On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples

Dirk Becherer, Martin Büttner, Klebert Kentia

We show a concise extension of the monotone stability approach to backward stochastic differential equations (BSDEs) that are jointly driven by a Brownian motion and a random measu…