BSDEs under partial information and financial applications (Q402719)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs under partial information and financial applications |
scientific article |
Statements
BSDEs under partial information and financial applications (English)
0 references
28 August 2014
0 references
backward stochastic differential equations
0 references
partial information
0 references
Föllmer-Schweizer decomposition
0 references
risk minimization
0 references
0 references
0 references
0 references
