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A change of measure formula for recursive conditional expectations

Luca Di Persio, Alessandro Gnoatto, Marco Patacca
Year of publication:
[2021]
Authors: Di Persio, Luca ; Gnoatto, Alessandro ; Patacca, Marco
Publisher: [Verona] : Università die Verona, Department of Economics
Subject: Change of measure | change of numéraire | BSDE | recursive conditional expectation | non-linear pricing | Theorie | Theory | Erwartungsbildung | Expectation formation | Messung | Measurement
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