Enlargement of Filtration with Finance in View
This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and i...
| Main Authors: | , |
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| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Edition: | 1st ed. 2017. |
| Series: | SpringerBriefs in Quantitative Finance,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-319-41255-9 |