Pages that link to "Item:Q3186122"
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The following pages link to Enlargement of Filtration with Finance in View (Q3186122):
Displayed 50 items.
- Distribution function of the blow up time of the solution of an anticipating random fatigue equation (Q2025250) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- Insider information and its relation with the arbitrage condition and the utility maximization problem (Q2045757) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- On the propagation of the weak representation property in independently enlarged filtrations: the general case (Q2099994) (← links)
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
- Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← links)
- Infinite-server systems with Hawkes arrivals and Hawkes services (Q2167922) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- Semimartingales and shrinkage of filtration (Q2240853) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- Information uncertainty related to marked random times and optimal investment (Q2296112) (← links)
- Piecewise constant martingales and lazy clocks (Q2296122) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- The Value of Insight (Q3387920) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- (Q4987766) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075) (← links)
- BSDEs and Enlargement of Filtration (Q5038296) (← links)
- THE VIX AND FUTURE INFORMATION (Q5061494) (← links)
- Martingale representation in progressively enlarged Lévy filtrations (Q5086907) (← links)
- On model robustness of the regime switching approach for pegged foreign exchange markets (Q5092650) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
- Robust Portfolio Choice with Sticky Wages (Q5097225) (← links)
- CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS (Q5114679) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- La martingale d’Azéma (Q5126523) (← links)
- Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029) (← links)
- Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
- Enlargement of Filtration in Discrete Time (Q5132612) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
- Some Remarks on Enlargement of Filtration and Finance (Q6061110) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
- The stochastic Leibniz formula for Volterra integrals under enlarged filtrations (Q6092933) (← links)
- Risk-sharing and optimal contracts with large exogenous risks (Q6098176) (← links)
- Generalized Cox model for default times (Q6105368) (← links)
- Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
- Notes on backward stochastic differential equations for computing XVA (Q6130854) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
- (Q6154368) (← links)