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Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Choulli, T., Alsheyab, S.
Formato:	Preprint
Publicado:	2024
Materias:	Probability Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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