STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477): Difference between revisions

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-Philip E. Protter
@@ Property / author: Philip E. Protter / rank @@
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+Arbitrage of the first kind and filtration enlargements in semimartingale financial models
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+Enlargement of Filtration with Finance in View
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+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
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+Shifting martingale measures and the birth of a bubble as a submartingale
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+Theory of Cryptocurrency Interest Rates
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+Ito's Integrated Formula for Strict Local Martingales with Jumps
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+Local martingales, bubbles and option prices
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+The Economic Plausibility of Strict Local Martingales in Financial Modelling
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+Random times at which insiders can have free lunches
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
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+Simple examples of pure-jump strict local martingales
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+When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method
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+On the martingale property of certain local martingales
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+Complications with stochastic volatility models
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+Calcul stochastique d�pendant d'un param�tre
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+W2991163405
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