CMM > Seminars > Stochastic Modeling > An overview of some financial models using backward stochastic differential equations with enlarge filtrations

An overview of some financial models using backward stochastic differential equations with enlarge filtrations

Date: Apr 19, 2011 at 11:00 h
Venue: Sala de Seminarios, CMM
Speaker: Anne Eyraud-Liosel
Affiliation: Institut de Science d’ Actuariat et Finances (ISFA) Lyon
Coordinator: Joaquín Fontbona

Posted on Apr 19, 2011 in Seminars, Stochastic Modeling

An overview of some financial models using backward stochastic differential equations with enlarge filtrations

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