Successive enlargement of filtrations and application to insider information
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Publication:5233185
DOI10.1017/APR.2017.17zbMATH Open1425.60052OpenAlexW2273147873MaRDI QIDQ5233185FDOQ5233185
Authors: Christophette Blanchet-Scalliet, Ying Jiao, Caroline Hillairet 
Publication date: 16 September 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2017.17
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Cited In (7)
- 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
- Title not available (Why is that?)
- Enlargement of filtrations with random times for processes with jumps
- Progressive filtration expansions via a process, with applications to insider trading
- Progressive filtration enlargement in the generalized Cox model
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