Generalized BSDEs with random time horizon in a progressively enlarged filtration (Q6367632)

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scientific article; zbMATH DE number 900480753
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Generalized BSDEs with random time horizon in a progressively enlarged filtration
scientific article; zbMATH DE number 900480753

    Statements

    publication date
    14 May 2021
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    arXiv classification
    math.PR
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    q-fin.MF
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    author
    Anna Aksamit
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    Libo Li
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    Marek Rutkowski
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    Identifiers

    arXiv ID
    2105.06654
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