Structure Conditions under Progressively Added Information (Q5131241)

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scientific article; zbMATH DE number 7270304
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English
Structure Conditions under Progressively Added Information
scientific article; zbMATH DE number 7270304

    Statements

    title
    Structure Conditions under Progressively Added Information (English)
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    author
    Tahir Choulli
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    Jun Deng
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    publication date
    5 November 2020
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    zbMATH Keywords
    semimartingale market models
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    structure conditions
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    random time
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    honest times
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    progressive enlargement of filtrations
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    cites work
    Q4892148
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    Q4157731
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    Q3915688
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    Q4274285
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    Q3684922
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    Q4778955
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    Q4340096
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    Q4197826
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G15
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    60G44
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    zbMATH DE Number
    7270304
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    arXiv ID
    1403.3459
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    OpenAlex ID
    W3097962090
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