The exp-UIV for Markets with Partial Information and Complete Information (Q2929467)
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scientific article; zbMATH DE number 6368989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exp-UIV for Markets with Partial Information and Complete Information |
scientific article; zbMATH DE number 6368989 |
Statements
The exp-UIV for Markets with Partial Information and Complete Information (English)
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12 November 2014
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jump markets w.r.t. different filtrations
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dynamic exp-UIV
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BSDE techniques
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enlargement of filtration
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