Enlargement of Filtration with Finance in View (Q3186122)

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Enlargement of Filtration with Finance in View
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    title
    Enlargement of Filtration with Finance in View (English)
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    author
    Anna Aksamit
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    publication date
    8 August 2016
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    Mathematics Subject Classification ID
    91-02
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    60G44
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    60G35
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    60-01
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    91G80
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    91G30
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    zbMATH DE Number
    6610104
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    zbMATH Keywords
    stochastic processes
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    filtration
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    random times
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    OpenAlex ID
    W2769984651
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