Enlargement of Filtration with Finance in View
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Publication:3186122
DOI10.1007/978-3-319-41255-9zbMath1397.91003OpenAlexW2769984651MaRDI QIDQ3186122
Anna Aksamit, Monique Jeanblanc-Picqué
Publication date: 8 August 2016
Published in: SpringerBriefs in Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-41255-9
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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