Studying anticipation on financial markets via BSDEs with random terminal time (Q5324851)
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scientific article; zbMATH DE number 5592124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Studying anticipation on financial markets via BSDEs with random terminal time |
scientific article; zbMATH DE number 5592124 |
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Studying anticipation on financial markets via BSDEs with random terminal time (English)
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8 August 2009
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BSDE
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random terminal time
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enlarged filtration
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asymmetrical information
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insider trading
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American option
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