Successive enlargement of filtrations and application to insider information (Q5233185): Difference between revisions

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+https://doi.org/10.1017/apr.2017.17
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+W2273147873
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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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+A general stochastic calculus approach to insider trading
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+Credit risk: Modelling, valuation and hedging
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+Q4657105
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+Q4714465
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+Additional utility of insiders with imperfect dynamical information
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+On Models of Default Risk
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+Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
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+Q3974816
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+Insider Trading in a Continuous Time Market Model
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+Bivariate Logistic Distributions
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+Credit risk with asymmetric information on the default threshold
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+Random times at which insiders can have free lunches
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+Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches
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+Calcul stochastique et problèmes de martingales
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+Q3684922
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+Semi-martingales et grossissement d'une filtration
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+Q4197827
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+Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
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+PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING
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+Linking Progressive and Initial Filtration Expansions
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+Random times and enlargements of filtrations in a Brownian setting.
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+Q4194235
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+Q4435813
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