"Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach."

Alessandro Calvia, Emanuela Rosazza Gianin (2020)

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DOI: 10.1137/19M1259134

access: closed

type: Journal Article

metadata version: 2021-09-01

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Alessandro Calvia, Emanuela Rosazza Gianin:
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. SIAM J. Financial Math. 11(3): 815-848 (2020)

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