BSDEs under partial information and financial applications (Q402719): Difference between revisions

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+LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
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+On the robustness of backward stochastic differential equations.
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+Backward Stochastic Differential Equations Driven By Càdlàg Martingales
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+UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS
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+Optimal Investment-consumption for Partially Observed Jump-diffusions
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+GKW representation theorem under restricted information: An application to risk-minimization
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+Backward Stochastic Differential Equations in Finance
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+Risk Minimization with Incomplete Information in a Model for High-Frequency Data
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+Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
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+Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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+No Arbitrage and General Semimartingales
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+Approximating random variables by stochastic integrals
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+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
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+Option hedging for semimartingales
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+Risk-minimality and orthogonality of martingales
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