The exp-UIV for Markets with Partial Information and Complete Information (Q2929467)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The exp-UIV for Markets with Partial Information and Complete Information |
scientific article |
Statements
The exp-UIV for Markets with Partial Information and Complete Information (English)
0 references
12 November 2014
0 references
jump markets w.r.t. different filtrations
0 references
dynamic exp-UIV
0 references
BSDE techniques
0 references
enlargement of filtration
0 references
0 references
0 references