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Enlargement of Filtration with Finance in View (Paperback) (ISBN-13: 9783319412542)
Vendor:
Anna Aksamit
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Books
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Provides a comprehensive introduction to the subject Contains very recent results on application to finance, especially on arbitrages and insider trading
Covers the case with jumping martingales, which is not represented in recent text books and articles on enlargement of filtration
Author: Anna Aksamit, Monique Jeanblanc
ISBN-10: 331941254X
ISBN-13: 9783319412542
Publisher: Springer
Language: English
Published: 11/27/2017
Pages: 150
Format: Paperback
Weight: 0.52lbs
Size: 9.21h x 6.14w x 0.35d
Provides a comprehensive introduction to the subject Contains very recent results on application to finance, especially on arbitrages and insider trading
Covers the case with jumping martingales, which is not represented in recent text books and articles on enlargement of filtration
Author: Anna Aksamit, Monique Jeanblanc
ISBN-10: 331941254X
ISBN-13: 9783319412542
Publisher: Springer
Language: English
Published: 11/27/2017
Pages: 150
Format: Paperback
Weight: 0.52lbs
Size: 9.21h x 6.14w x 0.35d
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