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Successive enlargement of filtrations and application to insider information - MaRDI portal

Successive enlargement of filtrations and application to insider information (Q5233185)

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scientific article; zbMATH DE number 7105415
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English
Successive enlargement of filtrations and application to insider information
scientific article; zbMATH DE number 7105415

    Statements

    title
    Successive enlargement of filtrations and application to insider information (English)
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    author
    Ying Jiao
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    Caroline Hillairet
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    publication date
    16 September 2019
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    zbMATH Keywords
    successive enlargement
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    density hypothesis
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    insider information
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    credit risk
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    Identifiers

    Mathematics Subject Classification ID
    60G99
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    60G44
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    91G40
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    zbMATH DE Number
    7105415
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    OpenAlex ID
    W2273147873
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    DOI
    10.1017/APR.2017.17
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