On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809)
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: On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization |
scientific article; zbMATH DE number 7157656
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization |
scientific article; zbMATH DE number 7157656 |
Statements
On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (English)
0 references
24 January 2020
0 references
weak representation property
0 references
semimartingales
0 references
progressive enlargement of filtrations
0 references
exponential utility maximization
0 references
0 references
0 references
0 references
0.8545853
0 references
0.8523693
0 references
0.8519984
0 references
0 references
0.84361684
0 references
0.84030074
0 references
0.8395544
0 references
0.8388442
0 references
0 references
0.8348057
0 references
