Successive enlargement of filtrations and application to insider information
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Publication:5233185
DOI10.1017/apr.2017.17zbMath1425.60052OpenAlexW2273147873MaRDI QIDQ5233185
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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Cites Work
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- PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING
- Credit risk: Modelling, valuation and hedging
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