GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.

report

GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.

Russo, Francesco

•

Ceci, Claudia

•

Cretarola, Alessandra

2012

Name

CCR11052012Sent.pdf

Type

Preprint

Access type

openaccess

Size

244.02 KB

Format

Adobe PDF

Checksum (MD5)

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