Anna Aksamit – författare
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2 produkter
Enlargement of Filtration with Finance in View
Av Anna Aksamit, Monique Jeanblanc
Häftad, 2017
487 kr
Lägg i varukorg
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 …
Enlargement of Filtration with Finance in View
Av Monique Jeanblanc, Anna Aksamit
E-bok, 2017
897 kr
Lägg i varukorg
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 …
