Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410): Difference between revisions
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Revision as of 22:47, 19 April 2024
scientific article; zbMATH DE number 7271094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach |
scientific article; zbMATH DE number 7271094 |
Statements
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (English)
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7 November 2020
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risk measures
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\(g\)-expectations
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BSDEs
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enlargement of filtration
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