Successive enlargement of filtrations and application to insider information
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Publication:5233185
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- Progressive filtration expansions via a process, with applications to insider trading
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- Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach
- Models for Insider Trading with Finite Utility
Cites work
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- Progressive filtration expansions via a process, with applications to insider trading
- Random times and enlargements of filtrations in a Brownian setting.
- Random times at which insiders can have free lunches
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Cited in
(7)- Progressive filtration expansions via a process, with applications to insider trading
- Progressive filtration enlargement in the generalized Cox model
- Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach
- The insider trading problem in a jump-binomial model
- Initial enlargement in a Markov chain market model
- scientific article; zbMATH DE number 1948558 (Why is no real title available?)
- Enlargement of filtrations with random times for processes with jumps
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