The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2733267657 / rank | |||
Normal rank | |||
Revision as of 23:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The strong predictable representation property in initially enlarged filtrations under the density hypothesis |
scientific article |
Statements
The strong predictable representation property in initially enlarged filtrations under the density hypothesis (English)
0 references
13 February 2018
0 references
initial enlargement of filtration
0 references
density hypothesis
0 references
martingale representation property
0 references
hedging
0 references
insider information
0 references
