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- Roger Mansuy (section List of research outcomes)de/entity/Q3397649 2009-09-22 Paper Aspects of Brownian motion 2008-09-25 Paper Random times and enlargements of filtrations in a Brownian setting. 2006-03-27 Paper...10 bytes (17 words) - 00:48, 13 December 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
- Ashkan Nikeghbali (section List of research outcomes)Number of Zeros of Linear Combinations of Independent Characteristic Polynomials of Random Unitary Matrices 2016-01-07 Paper A characterization of limiting...10 bytes (16 words) - 12:59, 11 December 2023
- Marek Rutkowski (section List of research outcomes)pricing of derivatives in nonlinear market models 2020-02-17 Paper Integral representations of martingales for progressive enlargements of filtrations 2019-06-04...10 bytes (16 words) - 00:40, 9 December 2023
- Anna Aksamit (section List of research outcomes)Integral representations of martingales for progressive enlargements of filtrations 2019-06-04 Paper No-arbitrage under a class of honest times 2018-01-16...10 bytes (16 words) - 19:51, 24 September 2023
- Li-Bo Li (section List of research outcomes)RATES 2014-11-05 Paper Progressive enlargements of filtrations with pseudo-honest times 2014-08-06 Paper Market Models of Forward CDS Spreads 2012-09-07 Paper...10 bytes (17 words) - 21:11, 11 December 2023
- Dongli Wu (section List of research outcomes)Date of Publication Type BSDEs and Enlargement of Filtration 2022-09-30 Paper Projections of martingales in enlargements of Brownian filtrations under...10 bytes (16 words) - 01:25, 25 September 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
- Tsung-Ming Chao (section List of research outcomes)THE THEORY OF ENLARGEMENT OF FILTRATIONS 2002-07-10 Paper https://portal.mardi4nfdi.de/entity/Q2725597 2001-07-12 Paper On some inequalities of multiple...10 bytes (18 words) - 14:18, 13 December 2023
- Zheng Zhang (section List of research outcomes)Publication Date of Publication Type Enlargement of filtration on Poisson space: a Malliavin calculus approach 2022-07-05 Paper A Simple and Efficient...10 bytes (17 words) - 04:49, 12 December 2023
- Antonella Calzolari (section List of research outcomes)Publication Date of Publication Type An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time 2022-09-30 Paper MARTINGALE...10 bytes (16 words) - 04:52, 9 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...10 bytes (18 words) - 11:56, 7 October 2023
- John A. Wright (section List of research outcomes)Publication Date of Publication Type Enlargement of filtration on Poisson space: a Malliavin calculus approach 2022-07-05 Paper On the probability of completeness...10 bytes (18 words) - 07:27, 7 October 2023
- Shanqiu Li (section List of research outcomes)approach in progressive enlargement of filtrations 2015-11-27 Paper...10 bytes (16 words) - 09:39, 7 October 2023
- A. Zalashko (section List of research outcomes)Publication Date of Publication Type Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization 2020-04-01...10 bytes (16 words) - 17:11, 24 September 2023
- to indifference pricing of life insurance portfolios with dependent lives 2019-12-19 Paper Successive enlargement of filtrations and application to insider...10 bytes (19 words) - 12:22, 7 October 2023
- Beatrice Acciaio (section List of research outcomes)Paper Arbitrage of the first kind and filtration enlargements in semimartingale financial models 2016-04-20 Paper A MODEL-FREE VERSION OF THE FUNDAMENTAL...10 bytes (17 words) - 02:36, 10 December 2023
- Mounir Mensi (section List of research outcomes)Publication Date of Publication Type Multifractal analysis of Birkhoff averages on ‘self-affine’ symbolic spaces 2008-10-21 Paper Gibbs measures on self-affine...10 bytes (16 words) - 14:38, 28 January 2024
- Behnaz Zargari (section List of research outcomes)Publication Date of Publication Type Conditional Default Probability and Density 2018-12-13 Paper Carthaginian enlargement of filtrations 2014-04-10 Paper...10 bytes (16 words) - 12:27, 14 March 2024
- 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
