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Dynamic Risk Measures Generated by Time-changed BSDEs with Jumps

dc.contributor.authorZhou, Siyu
dc.date.accessioned2019-08-22T23:46:41Z
dc.date.available2019-08-22T23:46:41Z
dc.date.issued2019
dc.identifier.citationZhou, Siyu. Dynamic Risk Measures Generated by Time-changed BSDEs with Jumps. Master thesis, University of Oslo, 2019
dc.identifier.urihttp://hdl.handle.net/10852/69489
dc.description.abstracteng
dc.language.isoeng
dc.subjectLevy process
dc.subjecttime change
dc.subjectBSDE
dc.subjectmathematical finance
dc.subjectdynamic risk measure
dc.subjectstochastic analysis
dc.titleDynamic Risk Measures Generated by Time-changed BSDEs with Jumpseng
dc.typeMaster thesis
dc.date.updated2019-08-23T23:45:44Z
dc.creator.authorZhou, Siyu
dc.identifier.urnURN:NBN:no-72612
dc.type.documentMasteroppgave
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/69489/1/Siyu-Keith-ZhouMasterThesis2019.pdf


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