Enlargement of Filtration with Finance in View
Aksamit, Anna, Jeanblanc, Monique
- 出版商: Springer
- 出版日期: 2017-11-27
- 售價: $2,660
- 貴賓價: 9.5 折 $2,527
- 語言: 英文
- 頁數: 150
- 裝訂: Quality Paper - also called trade paper
- ISBN: 331941254X
- ISBN-13: 9783319412542
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Provides a comprehensive introduction to the subject Contains very recent results on application to finance, especially on arbitrages and insider trading
Covers the case with jumping martingales, which is not represented in recent text books and articles on enlargement of filtration
Provides a comprehensive introduction to the subject Contains very recent results on application to finance, especially on arbitrages and insider trading
Covers the case with jumping martingales, which is not represented in recent text books and articles on enlargement of filtration
