Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410): Difference between revisions

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Latest revision as of 23:41, 23 July 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

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    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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