Martingale representations in progressive enlargement by multivariate point processes
Year of publication: |
2022
|
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Authors: | Calzolari, Antonella ; Torti, Barbara |
Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 25.2022, 3, Art.-No. 2250015, p. 1-21
|
Subject: | enlargement of filtration | marked point processes | predictable representations property | random measures | Semi-martingales | EU-Mitgliedschaft | EU membership | EU-Staaten | EU countries | Theorie | Theory | Martingal | Martingale |
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