6 citations · 6 across the 2 of their papers we have counts for
2 papers
q-fin.PM2012
Risk minimizing of derivatives via dynamic g-expectation and related topics
Tianxiao Wang
In this paper, we investigate risk minimization problem of derivatives based on non-tradable underlyings by means of dynamic g-expectations which are slight different from conditio…
math.PR2012★ 6 cited
Comparison Theorems for Backward Stochastic Volterra Integral Equations
Tianxiao Wang, Jiongmin Yong
For backward stochastic Volterra integral equations (BSVIEs) in multi-dimensional Euclidean spaces, comparison theorems are established in a systematic way for the adapted solution…