Martingale representation property in progressively enlarged filtrations (Q491187): Difference between revisions
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Revision as of 15:20, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representation property in progressively enlarged filtrations |
scientific article |
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Martingale representation property in progressively enlarged filtrations (English)
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24 August 2015
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filtrations
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progressive enlargement
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martingale representation property
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random time
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immersion condition
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change of probability measures
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credit risk modeling
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