Enlargement of filtration and predictable representation property for semi-martingales (Q2833695): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
Property / arXiv ID
 
Property / arXiv ID: 1309.5766 / rank
 
Normal rank

Revision as of 08:55, 19 April 2024

scientific article
Language Label Description Also known as
English
Enlargement of filtration and predictable representation property for semi-martingales
scientific article

    Statements

    Enlargement of filtration and predictable representation property for semi-martingales (English)
    0 references
    0 references
    0 references
    0 references
    25 November 2016
    0 references
    semi-martingales
    0 references
    predictable representation property
    0 references
    filtration enlargement
    0 references
    financial market completeness
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references