Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach

From MaRDI portal
Publication:5131410

DOI10.1137/19M1259134zbMath1452.91331arXiv1904.13257MaRDI QIDQ5131410

Alessandro Calvia, Emanuela Rosazza Gianin

Publication date: 7 November 2020

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.13257




Related Items (4)



Cites Work


This page was built for publication: Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach