BSDENMs: enlargement of filtration and insider trading (Q5210494)
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scientific article; zbMATH DE number 7154015
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BSDENMs: enlargement of filtration and insider trading |
scientific article; zbMATH DE number 7154015 |
Statements
20 January 2020
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filtration
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asymmetrical information
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insider trading
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normal martingale
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Azéma martingale
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0.8368434906005859
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0.8228811025619507
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0.8214845061302185
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0.8140758872032166
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