BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2008.07.020 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2060959379 / rank | |||
Normal rank |
Revision as of 22:34, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | BSDEs driven by Lévy process with enlarged filtration and applications in finance |
scientific article |
Statements
BSDEs driven by Lévy process with enlarged filtration and applications in finance (English)
0 references
21 January 2009
0 references
comparison
0 references
insider trader
0 references
Teugels martingales
0 references