Enlargement of Filtration in Discrete Time.

< Back to ILB Patrimony
Authors
Publication date
2020
Publication type
Book Chapter
Summary We present some results on enlargement of filtration in discrete time. Many results known in continuous time extend immediately in a discrete time setting. Here, we provide direct proofs which are much more simpler. We study also arbitrages conditions in a financial setting and we present some specific cases, as immersion and pseudo-stopping times for which we obtain new results.
Publisher
Springer Singapore
See the publication
Topics of the publication
    No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr