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

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BSDEs driven by Lévy process with enlarged filtration and applications in finance
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    title
    BSDEs driven by Lévy process with enlarged filtration and applications in finance (English)
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    author
    Mohamed El Otmani
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    publication date
    21 January 2009
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    Mathematics Subject Classification ID
    60H30
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    60H10
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    60G51
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    91G80
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    zbMATH DE Number
    5495749
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    zbMATH Keywords
    comparison
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    insider trader
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    Teugels martingales
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