A change of measure formula for recursive conditional expectations (Q6633866)
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scientific article; zbMATH DE number 7939739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A change of measure formula for recursive conditional expectations |
scientific article; zbMATH DE number 7939739 |
Statements
A change of measure formula for recursive conditional expectations (English)
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6 November 2024
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pricing
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change of measure
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BSDE
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recursive conditional expectation
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nonlinear valuation
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