Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853): Difference between revisions

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Latest revision as of 19:22, 11 July 2024

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Arbitrage of the first kind and filtration enlargements in semimartingale financial models
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    Arbitrage of the first kind and filtration enlargements in semimartingale financial models (English)
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    20 April 2016
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    semimartingales
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    financial models
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    progressive enlargement of filtrations
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    initial enlargement of filtrations
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    arbitrage of the first kind
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    martingale deflator
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