Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Filtration shrinkage, the structure of deflators, and failure of market completeness |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtration shrinkage, the structure of deflators, and failure of market completeness |
scientific article |
Statements
Filtration shrinkage, the structure of deflators, and failure of market completeness (English)
0 references
11 November 2020
0 references
Bayes rule
0 references
Brownian motion
0 references
deflator
0 references
Lévy transform
0 references
local martingale
0 references
market completeness
0 references
predictable representation property
0 references
