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Enlargement of Filtration with Finance in View
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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.

Opplag
1st ed. 2017
ISBN
9783319412542
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
27.11.2017
Antall sider
150