Drift operator in a viable expansion of information flow (Q288832): Difference between revisions

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+Arbitrage of the first kind and filtration enlargements in semimartingale financial models
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+No-arbitrage up to random horizon for quasi-left-continuous models
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+Metrics on the set of semimartingale filtrations
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+The Shannon information of filtrations and the additional logarithmic utility of insiders
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+Study of a filtration expanded to include an honest time
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+Carthaginian enlargement of filtrations
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+Mathematical methods for financial markets.
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+How non-arbitrage, viability and numéraire portfolio are related
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+\(\mathcal E\)-martingales and their applications in mathematical finance
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+Q4892148
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+On arbitrages arising with honest times
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+Martingales and arbitrage in multiperiod securities markets
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+The existence of dominating local martingale measures
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+Calcul stochastique et problèmes de martingales
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+Progressive enlargement of filtrations with initial times
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+Martingale representation property in progressively enlarged filtrations
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+Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula
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+Semi-martingales et grossissement d'une filtration
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+Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
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+The numéraire portfolio in semimartingale financial models
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+Numéraire-invariant preferences in financial modeling
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+Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing
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+Market viability via absence of arbitrage of the first kind
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+On the semimartingale property of discounted asset-price processes
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+Local martingales, arbitrage, and viability. Free snacks and cheap thrills
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+Random times and enlargements of filtrations in a Brownian setting.
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+Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management
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+Martingale densities for general asset prices
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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+A note on the condition of no unbounded profit with bounded risk
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+Dynamic One-default Model
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