Generalized BSDE and reflected BSDE with random time horizon (Q6164927)
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scientific article; zbMATH DE number 7707082
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized BSDE and reflected BSDE with random time horizon |
scientific article; zbMATH DE number 7707082 |
Statements
Generalized BSDE and reflected BSDE with random time horizon (English)
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4 July 2023
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BSDE
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reflected BSDE
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credit risk
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random time
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enlargement of filtration
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0.8362497687339783
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0.8152189254760742
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0.807096004486084
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0.7929545044898987
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0.7863512635231018
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