Studying anticipation on financial markets by BSDE
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Publication:3440794
DOI10.1515/156939706776953142zbMath1118.60056OpenAlexW2154338285MaRDI QIDQ3440794
Khadija Akdim, Youssef Ouknine, Aboubakary Diakhaby
Publication date: 29 May 2007
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/156939706776953142
Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Stochastic integrals (60H05)
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Studying anticipation on financial markets via BSDEs with random terminal time, BSDEs driven by Lévy process with enlarged filtration and applications in finance
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