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- Jakub Zwierz (section List of research outcomes)Publication Date of Publication Type Quantile hedging for an insider 2011-05-30 Paper Initial enlargement of filtrations and entropy of Poisson compensators...10 bytes (16 words) - 11:24, 7 October 2023
- Stefan Ankirchner (section List of research outcomes)SKOROKHOD EMBEDDINGS IN BOUNDED TIME 2011-10-11 Paper Initial enlargement of filtrations and entropy of Poisson compensators 2011-03-31 Paper CREDIT RISK PREMIA...10 bytes (16 words) - 12:22, 7 October 2023
- Tahir Choulli (section List of research outcomes)quasi-left-continuous models 2017-10-23 Paper Structure condition under initial enlargement of filtration 2017-06-29 Paper No-arbitrage for informational discrete time...10 bytes (16 words) - 03:29, 13 December 2023
- Jun Deng (section List of research outcomes)quasi-left-continuous models 2017-10-23 Paper Structure condition under initial enlargement of filtration 2017-06-29 Paper No-arbitrage for informational discrete time...10 bytes (16 words) - 11:03, 6 October 2023
- 2023-06-26 Paper BSDEs and Enlargement of Filtration 2022-09-30 Paper Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence...10 bytes (18 words) - 20:00, 11 December 2023
- Fabrice Baudoin (section List of research outcomes)mardi4nfdi.de/entity/Q4830058 2004-12-03 Paper Conditioning and initial enlargement of filtration on a Riemannian manifold. 2004-09-15 Paper Stochastic differential...10 bytes (17 words) - 20:37, 9 December 2023
- Ying Jiao (section List of research outcomes)strategies in the presence of liability constraints 2016-12-13 Paper Generalized density approach in progressive enlargement of filtrations 2015-11-27 Paper Density...10 bytes (16 words) - 03:47, 12 December 2023
- Yann Le Cam (section List of research outcomes)Publication Date of Publication Type https://portal.mardi4nfdi.de/entity/Q3400712 2010-02-05 Paper Progressive enlargement of filtrations with initial times 2009-07-29...10 bytes (18 words) - 11:56, 7 October 2023
- Caroline Hillairet (section List of research outcomes)insurance using Malliavin calculus 2020-02-17 Paper Successive enlargement of filtrations and application to insider information 2019-09-16 Paper Optimal...10 bytes (16 words) - 01:27, 11 December 2023
- Esko Valkeila (section List of research outcomes)Paper https://portal.mardi4nfdi.de/entity/Q3114264 2012-02-04 Paper INITIAL ENLARGEMENT IN A MARKOV CHAIN MARKET MODEL 2011-10-11 Paper Fractional Processes...10 bytes (16 words) - 18:01, 8 December 2023
- Dario Gasbarra (section List of research outcomes)THE MEAN LENGTH OF THE BOOLEAN LINE SEGMENT MODEL WITH AN APPLICATION TO NANOCRYSTALLINE CELLULOSE 2015-02-16 Paper INITIAL ENLARGEMENT IN A MARKOV CHAIN...10 bytes (17 words) - 11:43, 7 October 2023
- Philip E. Protter (section List of research outcomes)comparison of stochastic integrals 1979-01-01 Paper ? p stability of solutions of stochastic differential equations 1978-01-01 Paper ? p stability of solutions...10 bytes (18 words) - 06:48, 9 December 2023
- Bernt Øksendal (section List of research outcomes)Optimal Control of Forward-Backward SDEs 2017-01-16 Paper Optimal insider control and semimartingale decompositions under enlargement of filtration 2016-10-28...10 bytes (18 words) - 14:45, 7 December 2023
- trading; quantile hedging; initial enlargement of filtrations Mathematics Subject Classification ID 60H30: Applications of stochastic analysis (to PDEs...15 bytes (59 words) - 22:33, 3 February 2024
- entropy; relative entropy; utility maximization; insider trading; initial enlargement of filtrations; security market Mathematics Subject Classification ID DB...15 bytes (57 words) - 10:15, 1 February 2024
- zbMATH Keywords insider trading; stochastic volatility models; initial enlargement of filtrations; local risk minimization; mean-variance hedging; martingale...15 bytes (61 words) - 05:41, 7 March 2024
- Keywords utility maximization; martingale representation; initial enlargement of filtrations; Arrow-Debreu and Arrow-Radner equilibrium Mathematics Subject...15 bytes (68 words) - 12:06, 9 February 2024
- models; arbitrage of the first kind; initial enlargement of filtrations; martingale deflator; progressive enlargement of filtrations Mathematics Subject...15 bytes (80 words) - 02:51, 30 January 2024
- handle.net/10044/1/24 zbMATH Keywords value of information; utility maximization; initial enlargement of filtrations; predictable representation property; martingale...15 bytes (78 words) - 18:36, 31 January 2024
- 1007/s41980-018-0132-8 zbMATH Keywords asymmetric information; Dynkin games; initial enlargement of filtrations Mathematics Subject Classification ID 91B24: Microeconomic...15 bytes (82 words) - 07:43, 1 February 2024
