Enlargement of filtration with finance in view [electronic resource] / Anna Aksamit, Monique Jeanblanc.

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...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Aksamit, Anna
Other Authors:	Jeanblanc-Picqué, Monique, 1947-
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer, 2017.
Series:	SpringerBriefs in quantitative finance.
Subjects:	Stochastic processes. Finance > Mathematical models.