Representation for martingales living after a random time with applications
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Publication:6134135
DOI10.3934/fmf.2023013zbMath1520.91385arXiv2203.11072OpenAlexW4362652837MaRDI QIDQ6134135
Ferdoos Alharbi, Tahir Choulli
Publication date: 25 July 2023
Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.11072
deflatorsprogressively enlarged filtrationoptional martingale representationhonest/random timeinformational risk decomposition
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