Progressive enlargements of filtrations with pseudo-honest times (Q2511557)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Progressive enlargements of filtrations with pseudo-honest times |
scientific article |
Statements
Progressive enlargements of filtrations with pseudo-honest times (English)
0 references
6 August 2014
0 references
\(\mathbb{F}\)-martingales
0 references
semimartingale decomposition
0 references
random times
0 references
pseudo-honest times
0 references
enlarged filtration
0 references
financial mathematics
0 references
0 references
0 references
0 references
