Martingale representation property in progressively enlarged filtrations (Q491187): Difference between revisions

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+Q4279453
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+Study of a filtration expanded to include an honest time
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+Q4213426
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+Hazard rate for credit risk and hedging defaultable contingent claims
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+Changes of filtrations and of probability measures
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+Carthaginian enlargement of filtrations
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+Q4802403
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+What happens after a default: the conditional density approach
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+Q4274285
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+Calcul stochastique et problèmes de martingales
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+Q3684922
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+Q3774629
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+Q3400712
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+Progressive enlargement of filtrations with initial times
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+An explicit model of default time with given survival probability
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+Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula
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+Comportement des semi-martingales dans un grossissement de filtration
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+Q4197827
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+Q4936390
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+Optional splitting formula in a progressively enlarged filtration
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+Dynamic One-default Model
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+Q4197826
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