American options with asymmetric information and reflected BSDE (Q2405223)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American options with asymmetric information and reflected BSDE |
scientific article |
Statements
American options with asymmetric information and reflected BSDE (English)
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21 September 2017
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American contingent claims
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asymmetric information
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cost of information
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initial enlargement of filtrations
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reflected BSDE
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