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Aksamit, Anna

Enlargement of Filtration with Finance in View

Aksamit, Anna - Enlargement of Filtration with Finance in View, ebook

66,10€

Ebook, PDF with Adobe DRM
ISBN: 9783319412559
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Table of contents

1. Stochastic Processes
Anna Aksamit, Monique Jeanblanc

2. Compensators of Random Times
Anna Aksamit, Monique Jeanblanc

3. Immersion
Anna Aksamit, Monique Jeanblanc

4. Initial Enlargement
Anna Aksamit, Monique Jeanblanc

5. Progressive Enlargement
Anna Aksamit, Monique Jeanblanc

Keywords: Mathematics, Quantitative Finance, Probability Theory and Stochastic Processes

Author(s)
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
SpringerBriefs in Quantitative Finance
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319412559
Printed ISBN
978-3-319-41254-2

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