Drift operator in a viable expansion of information flow (Q288832)
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scientific article; zbMATH DE number 6586495
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Drift operator in a viable expansion of information flow |
scientific article; zbMATH DE number 6586495 |
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Drift operator in a viable expansion of information flow (English)
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27 May 2016
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filtration enlargement
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information flow
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drift operator
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market viability
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martingale representation property
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conditional multiplicity
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local martingale deflator
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0.7791579961776733
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0.7422441840171814
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0.6998289227485657
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0.6992992162704468
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0.6942700743675232
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