BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951)
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scientific article; zbMATH DE number 5495749
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| default for all languages | No label defined |
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| English | BSDEs driven by Lévy process with enlarged filtration and applications in finance |
scientific article; zbMATH DE number 5495749 |
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BSDEs driven by Lévy process with enlarged filtration and applications in finance (English)
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21 January 2009
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comparison
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insider trader
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Teugels martingales
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0.8649671673774719
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0.8536482453346252
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0.8368434906005859
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0.8363381028175354
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