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Enlargement of Filtration with Finance in View

Bag om Enlargement of Filtration with Finance in View

This volume presents classical results of the theory of enlargement of filtration. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319412542
  • Indbinding:
  • Paperback
  • Sideantal:
  • 150
  • Udgivet:
  • 22. Oktober 2017
  • Udgave:
  • 12017
  • Vægt:
  • 2526 g.
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Leveringstid: 8-11 hverdage
Forventet levering: 22. Oktober 2024

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This volume presents classical results of the theory of enlargement of filtration. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.

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