On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809)
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scientific article
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| English | On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization |
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On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (English)
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24 January 2020
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weak representation property
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semimartingales
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progressive enlargement of filtrations
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exponential utility maximization
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0.8545853
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0.8523693
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0.8519984
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0.84361684
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0.84030074
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0.8395544
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0.8388442
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0.8348057
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