BSDEs and enlargement of filtration
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Publication:5038296
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Cites work
- scientific article; zbMATH DE number 3907486 (Why is no real title available?)
- scientific article; zbMATH DE number 3651483 (Why is no real title available?)
- scientific article; zbMATH DE number 1066313 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- BSDEs with jumps, optimization and applications to dynamic risk measures
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps
- Backward stochastic differential equations with jumps and related nonlinear expectations
- Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
- Changes of filtrations and of probability measures
- Density analysis of non-Markovian BSDEs and applications to biology and finance
- Enlargement of filtrations with finance in view
- Martingale representation property in progressively enlarged filtrations
- Nouveaux résultats sur le grossissement des tribus
- Pricing via utility maximization and entropy.
- Progressive enlargement of filtrations with initial times
- Semi-martingales et grossissement d'une filtration
- The Shannon information of filtrations and the additional logarithmic utility of insiders
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis
- Utility maximization in incomplete markets
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