Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853)
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scientific article; zbMATH DE number 6570910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage of the first kind and filtration enlargements in semimartingale financial models |
scientific article; zbMATH DE number 6570910 |
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Arbitrage of the first kind and filtration enlargements in semimartingale financial models (English)
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20 April 2016
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semimartingales
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financial models
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progressive enlargement of filtrations
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initial enlargement of filtrations
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arbitrage of the first kind
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martingale deflator
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