Structure condition under initial enlargement of filtration (Q2360964): Difference between revisions

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+https://doi.org/10.1007/s11425-015-0695-4
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+W2557864893
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+Arbitrages in a Progressive Enlargement Setting
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+Martingale representation theorems for initially enlarged filtrations.
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+Additional logarithmic utility of an insider
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+How non-arbitrage, viability and numéraire portfolio are related
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+On arbitrages arising with honest times
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+Calcul stochastique et problèmes de martingales
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+Semi-martingales et grossissement d'une filtration
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+UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
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+Random times and enlargements of filtrations in a Brownian setting.
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+Option hedging for semimartingales
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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+Arbitrage et lois de martingale. (Arbitrage and martingale laws)
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+Optimal investment for an insurer: the martingale approach
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+MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
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