
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.
- Författare
- Anna Aksamit, Monique Jeanblanc
- Upplaga
- 1st ed. 2017
- ISBN
- 9783319412542
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2017-11-27
- Sidor
- 150
