Enlargement of Filtration with Finance in View

Enlargement of Filtration with Finance in View

This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and i...

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Bibliographic Details
Main Authors: Aksamit, Anna (Author), Jeanblanc, Monique (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Series:SpringerBriefs in Quantitative Finance,
Subjects:
Mathematics.
Economics, Mathematical.
Probabilities.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Online Access:Full Text via HEAL-Link

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ΒΚΠ - Πατρα: ALFd

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