All ebooks by Anna Aksamit in PDF and EPUB

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Add to my wish list Enlargement of Filtration with Finance in View Anna Aksamit , Monique Jeanblanc 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... Publication date: 2017-11-18 Format: PDF, ePub Publisher: Springer Collection: SpringerBriefs in Quantitative Finance PDF ePub Add to basket £54,99

Add to my wish list

Enlargement of Filtration with Finance in View

Anna Aksamit , Monique Jeanblanc

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...

Publication date: 2017-11-18

Format: PDF, ePub

Publisher: Springer

Collection: SpringerBriefs in Quantitative Finance

Add to basket

£54,99

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