BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:03, 3 February 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
