Drift operator in a viable expansion of information flow (Q288832)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift operator in a viable expansion of information flow |
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Drift operator in a viable expansion of information flow (English)
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27 May 2016
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filtration enlargement
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information flow
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drift operator
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market viability
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martingale representation property
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conditional multiplicity
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local martingale deflator
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