Pages that link to "Item:Q2518951"

The following pages link to BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951):

Displaying 8 items.

• Explicit solution of a nonlinear filtering problem for Lévy processes with application to finance (Q1884729) (← links)
• Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Backward stochastic differential equations with respect to general filtrations and applications to insider finance (Q2787551) (← links)
• (Q4927856) (← links)
• Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← links)
• Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043) (← links)
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)