Karen Grigorian

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Filtration reduction and incomplete markets
Frontiers of Mathematical Finance
2024-06-04Paper
Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples2023-03-06Paper
Filtration Reduction and Completeness in Jump-Diffusion Models
(available as arXiv preprint)
N/APaper


Research outcomes over time


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