Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance - Anna Aksamit - Books - Springer International Publishing AG - 9783319412542 - November 27, 2017
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Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance 1st ed. 2017 edition

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This volume presents classical results of the theory of enlargement of filtration. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.


biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 27, 2017
ISBN13 9783319412542
Publishers Springer International Publishing AG
Pages 150
Dimensions 150 × 220 × 10 mm   ·   235 g
Language French  

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