The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997): Difference between revisions

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+Arbitrage of the first kind and filtration enlargements in semimartingale financial models
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+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
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+Martingale representation theorems for initially enlarged filtrations.
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+A monetary value for initial information in portfolio optimization
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+Some results on quadratic hedging with insider trading
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+A general version of the fundamental theorem of asset pricing
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+Linking Progressive and Initial Filtration Expansions
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+Optional splitting formula in a progressively enlarged filtration
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+Calcul stochastique d�pendant d'un param�tre
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