The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997)
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scientific article
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| English | The strong predictable representation property in initially enlarged filtrations under the density hypothesis |
scientific article |
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The strong predictable representation property in initially enlarged filtrations under the density hypothesis (English)
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13 February 2018
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initial enlargement of filtration
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density hypothesis
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martingale representation property
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hedging
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insider information
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0.8330517411231995
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0.8299210667610168
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0.8253269195556641
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0.7956112623214722
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0.7803670167922974
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