Representation for martingales living after a random time with applications (Q6134135)
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scientific article; zbMATH DE number 7716479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation for martingales living after a random time with applications |
scientific article; zbMATH DE number 7716479 |
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Representation for martingales living after a random time with applications (English)
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25 July 2023
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honest/random time
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progressively enlarged filtration
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optional martingale representation
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informational risk decomposition
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deflators
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