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- W1180801184 abstract "In this paper, we study backward stochastic dierential equations with respect to general filtrations. The results are used to find the optimal consumption rate for an insider from a cash" @default.
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- W1180801184 date "2012-12-01" @default.
- W1180801184 modified "2023-09-25" @default.
- W1180801184 title "Backward stochastic differential equations with respect to general filtrations and applications to insider finance" @default.
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- W1180801184 doi "https://doi.org/10.31390/cosa.6.4.13" @default.
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