SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Enlargement of Filtrations and Continuous Girsanov-Type Embeddings · Study

ChapterShelves

ChapterEnlargement of Filtrations and Continuous Girsanov-Type Embeddings

Stefan Ankirchner2007

Chapter2007

Enlargement of Filtrations and Continuous Girsanov-Type Embeddings

Stefan Ankirchner · Steffen Dereich · Peter Imkeller

16 citations·0/0 files stored·Springer eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 16 citations exist upstream.

References

2005Stochastic Integration and Differential Equations 1985Grossissement initial, hypothese (H′) et theoreme de Girsanov 1998Additional logarithmic utility of an insider 1998Insider Trading in a Continuous Time Market Model 1978Calcul stochastique d�pendant d'un param�tre 2001Free lunch and arbitrage possibilities in a financial market model with an insider 2006The Shannon information of filtrations and the additional logarithmic utility of insiders 2003Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007Models for Insider Trading with Finite Utilitychapter · 8 shared references 2005Finite utility on financial markets with asymmetric information and structure properties of the price dynamics☆article · 6 shared references 2015Arbitrage of the first kind and filtration enlargements in semimartingale financial modelsarticle · 6 shared references 2015The existence of dominating local martingale measuresarticle · 6 shared references 2017The strong predictable representation property in initially enlarged filtrations under the density hypothesisarticle · 6 shared references 2004Additional utility of insiders with imperfect dynamical informationarticle · 5 shared references

Details

Year2007

Typechapter

Published2007-07-24

VenueSpringer eBooks

Languageen

Citations16

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-540-71189-6_21

openalex_workW804255

Links

Imported from OpenAlex (CC0) — nothing here is generated.