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Enlargement of Filtration with Finance in View
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Enlargement of Filtration with Finance in View

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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.

Upplaga
1st ed. 2017
ISBN
9783319412542
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2017-11-27
Sidor
150