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

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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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+Quadratic hedging methods for defaultable claims
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+Changes of filtrations and of probability measures
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+ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION
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+Completion of a Lévy market by power-jump assets
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+The multiplicity of an increasing family of \(\sigma\)-fields
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+A general version of the fundamental theorem of asset pricing
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+Q3957683
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+On arbitrages arising with honest times
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+Probabilités neutres au risque et asymétrie d'information
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Q4274285
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+Risk-neutral compatibility with option prices
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+A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup>
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+Q3400712
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+Martingale representation property in progressively enlarged filtrations
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+Mathematical methods for financial markets.
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+Semi-martingales et grossissement d'une filtration
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+Random times and enlargements of filtrations in a Brownian setting.
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+On complete securities markets and the martingale property of securities prices
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+Q4435813
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+Martingale densities for general asset prices
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+A martingale representation theorem for two independent semimartingales
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