Enlargement of Filtration in Discrete Time (Q5132612): Difference between revisions

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+Arbitrage of the first kind and filtration enlargements in semimartingale financial models
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+Projections, Pseudo-Stopping Times and the Immersion Property
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+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
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+No-arbitrage up to random horizon for quasi-left-continuous models
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+Enlargement of Filtration with Finance in View
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+Study of a filtration expanded to include an honest time
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+Credit risk: Modelling, valuation and hedging
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+Changes of filtrations and of probability measures
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+No-arbitrage for informational discrete time market models
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+Default times, no-arbitrage conditions and changes of probability measures
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+Q5658888
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+On arbitrages arising with honest times
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+Stochastic finance. An introduction in discrete time
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+Pricing default events: surprise, exogeneity and contagion
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+Q3684922
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+Semi-martingales et grossissement d'une filtration
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+Q4197827
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+In discrete time a local martingale is a martingale under an equivalent probability measure
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+Chaotic and variational calculus in discrete and continuous time for the poisson process
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+A definition and some characteristic properties of pseudo-stopping times
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+Local martingales in discrete time
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+Q4226355
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+Stochastic calculus for finance. II: Continuous-time models.
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+Q4220653
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