PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING (Q5265242): Difference between revisions

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+Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
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+Filtration stability of backward sde's
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+A general stochastic calculus approach to insider trading
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+Changes of filtrations and of probability measures
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+Default times, no-arbitrage conditions and changes of probability measures
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+Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations
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+The mathematics of arbitrage
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+Incomplete markets with jumps and informed agents
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+Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
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+On arbitrages arising with honest times
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+Insider Trading in a Continuous Time Market Model
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+Random times at which insiders can have free lunches
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+Free lunch and arbitrage possibilities in a financial market model with an insider.
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+Liquidity Suppliers and High Frequency Trading
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+Progressive enlargement of filtrations with initial times
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+Semi-martingales et grossissement d'une filtration
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+Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
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+Linking Progressive and Initial Filtration Expansions
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+Models for Insider Trading with Finite Utility
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+Continuous Auctions and Insider Trading
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+Random times and enlargements of filtrations in a Brownian setting.
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+Stability of Doob-Meyer decomposition under extended convergence
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+Enlargements of filtrations and path decompositions at non stopping times
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+One-dimensional Brownian motion and the three-dimensional Bessel process
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+On Existence of Local Martingale Measures for Insiders who Can Stop at Honest Times
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+W1797420220
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