Generalized BSDEs with random time horizon in a progressively enlarged filtration
From MaRDI portal
Publication:6367632
arXiv2105.06654MaRDI QIDQ6367632
Anna Aksamit, Libo Li, Marek Rutkowski
Publication date: 14 May 2021
arXiv2105.06654MaRDI QIDQ6367632
Anna Aksamit, Libo Li, Marek Rutkowski
Publication date: 14 May 2021