Backward Stochastic Differential Equations Under Enlarged Filtrations-Reference-Cited by-同舟云学术

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Backward Stochastic Differential Equations Under Enlarged Filtrations

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hess Markus

Publisher

Elsevier BV

Reference23 articles.

1. Enlargement of Filtration with Finance in View;A Aksamit;Springer Briefs in Quantitative Finance,2017

2. The Information Premium for Non-storable Commodities;F Benth;Journal of Energy Markets,2009

3. A General Stochastic Calculus Approach to Insider Trading;F Biagini;Applied Mathematical Optimization,2005

4. Stochastic Calculus

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The stochastic Leibniz formula for Volterra integrals under enlarged filtrations;Stochastic Models;2023-02-28

2. The Stochastic Leibniz Formula for Volterra Integrals under Enlarged Filtrations;SSRN Electronic Journal;2018

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