The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997): Difference between revisions

@@ Property / OpenAlex ID @@
+W2733267657
@@ Property / OpenAlex ID: W2733267657 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03282
@@ Property / arXiv ID: 1508.03282 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage of the first kind and filtration enlargements in semimartingale financial models
+Normal rank
@@ Property / cites work @@
+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
+Normal rank
@@ Property / cites work @@
+Martingale representation theorems for initially enlarged filtrations.
+Normal rank
@@ Property / cites work @@
+A monetary value for initial information in portfolio optimization
+Normal rank
@@ Property / cites work @@
+Additional logarithmic utility of an insider
@@ Property / cites work: Additional logarithmic utility of an insider / rank @@
+Normal rank
@@ Property / cites work @@
+Q4429137
@@ Property / cites work: Q4429137 / rank @@
+Normal rank
@@ Property / cites work @@
+Carthaginian enlargement of filtrations
@@ Property / cites work: Carthaginian enlargement of filtrations / rank @@
+Normal rank
@@ Property / cites work @@
+Some results on quadratic hedging with insider trading
+Normal rank
@@ Property / cites work @@
+Optimal investment with intermediate consumption under no unbounded profit with bounded risk
+Normal rank
@@ Property / cites work @@
+Market Models with Optimal Arbitrage
@@ Property / cites work: Market Models with Optimal Arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+What happens after a default: the conditional density approach
+Normal rank
@@ Property / cites work @@
+American options with asymmetric information and reflected BSDE
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps
+Normal rank
@@ Property / cites work @@
+Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
+Normal rank
@@ Property / cites work @@
+Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach
+Normal rank
@@ Property / cites work @@
+Insider Trading in a Continuous Time Market Model
@@ Property / cites work: Insider Trading in a Continuous Time Market Model / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
@@ Property / cites work: ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+Q4274285
@@ Property / cites work: Q4274285 / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3684922
@@ Property / cites work: Q3684922 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Progressive enlargement of filtrations with initial times
+Normal rank
@@ Property / cites work @@
+Q3400712
@@ Property / cites work: Q3400712 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale representation property in progressively enlarged filtrations
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-martingales et grossissement d'une filtration
+Normal rank
@@ Property / cites work @@
+The numéraire portfolio in semimartingale financial models
+Normal rank
@@ Property / cites work @@
+Linking Progressive and Initial Filtration Expansions
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Optional splitting formula in a progressively enlarged filtration
+Normal rank
@@ Property / cites work @@
+Calcul stochastique d�pendant d'un param�tre
@@ Property / cites work: Calcul stochastique d�pendant d'un param�tre / rank @@
+Normal rank