Initial enlargement in a Markov chain market model (Q3173997)
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scientific article; zbMATH DE number 5956325
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Initial enlargement in a Markov chain market model |
scientific article; zbMATH DE number 5956325 |
Statements
INITIAL ENLARGEMENT IN A MARKOV CHAIN MARKET MODEL (English)
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11 October 2011
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Markov chain market model
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initial enlargement
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jump times
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insider information
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0.8005049824714661
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0.7961445450782776
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0.7957288026809692
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0.7876256704330444
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0.7770838141441345
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