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Arbitrages in a Progressive Enlargement Setting
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References

  • 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
  • 2019Semimartingale Theory and Stochastic Calculus488 cited
  • 1980Semi-Martingales et Grossissement d’une Filtration330 cited
  • 2007The numéraire portfolio in semimartingale financial models320 cited
  • 1998Insider Trading in a Continuous Time Market Model134 cited
  • 1978Grossissement d’une filtration et semi-martingales : Formules explicites110 cited
  • 1997On the FTAP of Kreps-Delbaen-Schachermayer79 cited
  • 2014A note on the condition of no unbounded profit with bounded risk75 cited
  • 2010Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing68 cited
  • 2014On arbitrages arising with honest times56 cited
  • 2005A definition and some characteristic properties of pseudo-stopping times45 cited

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