Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case (Q5086425)
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scientific article; zbMATH DE number 7553365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case |
scientific article; zbMATH DE number 7553365 |
Statements
Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case (English)
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5 July 2022
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semi-martingales
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predictable representations property
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enlargement of filtration
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completeness of a financial market
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