GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.
2012
Files
Details
Title
GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.
Author(s)
Russo, Francesco ; Ceci, Claudia ; Cretarola, Alessandra
Pagination
22
Date
2012
Laboratories
CIB
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > CIB - Bernoulli Center
Work produced at EPFL
Technical Reports
Published
Work produced at EPFL
Technical Reports
Published
Record creation date
2012-06-18