Pages that link to "Item:Q939392"
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The following pages link to Enlargement of filtrations with random times for processes with jumps (Q939392):
Displaying 7 items.
- Insider models with finite utility in markets with jumps (Q649119) (← links)
- Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
- Bond prices under information asymmetry and a short rate with instantaneous feedback (Q2152233) (← links)
- Linking Progressive and Initial Filtration Expansions (Q2841794) (← links)
- Enlargement of Filtration in Discrete Time (Q5132612) (← links)
- Enlarged filtrations and indistinguishable processes (Q5206085) (← links)
- Expansion of a filtration with a stochastic process: the information drift (Q6164100) (← links)