BSDEs under partial information and financial applications (Q402719)
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scientific article; zbMATH DE number 6335312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs under partial information and financial applications |
scientific article; zbMATH DE number 6335312 |
Statements
BSDEs under partial information and financial applications (English)
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28 August 2014
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backward stochastic differential equations
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partial information
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Föllmer-Schweizer decomposition
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risk minimization
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