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Paper detail

BSVIEs with stochastic Lipschitz coefficients and applications in finance

This paper is concerned with existence and uniqueness of M-solutions of backward stochastic Volterra integral equations (BSVIEs for short), which Lipschitz coefficients are allowed to be random, which generalize the results in [15]. Then a class of continuous time dynamic dynamic coherent risk measures is derived, allowing the riskless interest rate to be random, which is different from the case in [15].

preprint2010arXivOpen access
Tianxiao Wang
math.PR
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Tianxiao Wang

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