Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference20 articles.
1. Enlargement of Filtration with Finance in View;Aksamit,2017
2. Martingale representation theorems for initially enlarged filtrations;Amendinger;Stochastic Process. Appl.,2000
3. Polynomials associated with finite Markov chains;Biane,2015
4. Valuation of energy storage: An optimal switching approach;Carmona;Quant. Finance,2010
5. A note on existence and uniqueness for solutions of multidimensional reflected BSDEs;Chassagneux;Electron. Commun. Probab.,2011
Cited by
6 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