GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0219-4937 |
| Author | Ceci, Claudia, Cretarola, Alessandra, Russo, Francesco |
| Maintainer | CCSD |
| Last Updated | May 19, 2026, 04:11 (UTC) |
| Created | May 19, 2026, 04:11 (UTC) |
| Identifier | hal-00696616 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Dipartimento di Economia [G. D'Annunzio] ; Università di Chieti-Pescara |
| creator | Ceci, Claudia |
| date | 2014-05-19T00:00:00 |
| harvest_object_id | 04b67596-1722-4d4e-9f22-4ad8a0231c0f |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-11-01T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1205.3726 |
| set_spec | type:ART |