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Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance 1st ed. 2017 edition
Anna Aksamit
Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance 1st ed. 2017 edition
Anna Aksamit
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
Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
Lançado | 27 de novembro de 2017 |
ISBN13 | 9783319412542 |
Editoras | Springer International Publishing AG |
Páginas | 150 |
Dimensões | 235 g |
Idioma | French |
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