Pages that link to "Item:Q1877525"
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The following pages link to Martingale representation theorems for initially enlarged filtrations. (Q1877525):
Displayed 12 items.
- BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
- Comparison of insiders' optimal strategies depending on the type of side-information (Q2568298) (← links)
- Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
- The chaotic-representation property for a class of normal martingales (Q2642930) (← links)
- Studying anticipation on financial markets by BSDE (Q3440794) (← links)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
- Pricing rules under asymmetric information (Q5429592) (← links)
- Insiders' hedging in a jump diffusion model (Q5433099) (← links)
- EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (Q5464337) (← links)
- Some results on quadratic hedging with insider trading (Q5704639) (← links)
- FINANCIAL MARKET MODEL WITH INFLUENTIAL INFORMED INVESTORS (Q5704728) (← links)
- Optimal Utility with Some Additional Information (Q5707903) (← links)