Pages that link to "Item:Q5174382"

The following pages link to Optional splitting formula in a progressively enlarged filtration (Q5174382):

Displaying 11 items.

• Counterparty risk and funding: immersion and beyond (Q331358) (← links)
• Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
• Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
• The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
• An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
• Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
• Random Time with Differentiable Conditional Distribution Function (Q3178730) (← links)
• Mean-Variance Hedging Under Multiple Defaults Risk (Q3194565) (← links)
• Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
• Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
• Bi-revealed utilities in a defaultable universe: a new point of view on consumption (Q6543810) (← links)