Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853)
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scientific article; zbMATH DE number 6570910
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| English | Arbitrage of the first kind and filtration enlargements in semimartingale financial models |
scientific article; zbMATH DE number 6570910 |
Statements
Arbitrage of the first kind and filtration enlargements in semimartingale financial models (English)
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20 April 2016
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semimartingales
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financial models
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progressive enlargement of filtrations
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initial enlargement of filtrations
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arbitrage of the first kind
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martingale deflator
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0.790080726146698
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0.7886096835136414
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0.7840612530708313
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0.7817478179931641
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0.7581121921539307
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