Generalized BSDE and reflected BSDE with random time horizon (Q6164927)
From MaRDI portal
scientific article; zbMATH DE number 7707082
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized BSDE and reflected BSDE with random time horizon |
scientific article; zbMATH DE number 7707082 |
Statements
Generalized BSDE and reflected BSDE with random time horizon (English)
0 references
4 July 2023
0 references
BSDE
0 references
reflected BSDE
0 references
credit risk
0 references
random time
0 references
enlargement of filtration
0 references
0 references
0 references
0 references
0 references
0 references
