BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs driven by Lévy process with enlarged filtration and applications in finance |
scientific article |
Statements
BSDEs driven by Lévy process with enlarged filtration and applications in finance (English)
0 references
21 January 2009
0 references
comparison
0 references
insider trader
0 references
Teugels martingales
0 references
0 references
