An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time (Q5038292)
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scientific article; zbMATH DE number 7594958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time |
scientific article; zbMATH DE number 7594958 |
Statements
An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time (English)
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30 September 2022
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semi-martingales
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predictable representations property
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enlargement of filtration
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completeness of a financial market
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