BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951)

From MaRDI portal
Revision as of 09:26, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
BSDEs driven by Lévy process with enlarged filtration and applications in finance
scientific article

    Statements

    title
    BSDEs driven by Lévy process with enlarged filtration and applications in finance (English)
    0 references
    author
    Mohamed El Otmani
    0 references
    publication date
    21 January 2009
    0 references
    Mathematics Subject Classification ID
    60H30
    0 references
    60H10
    0 references
    60G51
    0 references
    91G80
    0 references
    zbMATH DE Number
    5495749
    0 references
    zbMATH Keywords
    comparison
    0 references
    insider trader
    0 references
    Teugels martingales
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2518951&oldid=27235205"
    Powered by MediaWiki