No-arbitrage up to random horizon for quasi-left-continuous models-Reference-Cited by-同舟云学术

No-arbitrage up to random horizon for quasi-left-continuous models

Published:2017-06-29 Issue:4 Volume:21 Page:1103-1139
ISSN:0949-2984
Container-title:Finance and Stochastics
language:en
Short-container-title:Finance Stoch

Author:

Aksamit Anna,Choulli Tahir,Deng Jun,Jeanblanc Monique

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00780-017-0337-3/fulltext.html

Reference37 articles.

1. Acciaio, B., Fontana, C., Kardaras, C.: Arbitrage of the first kind and filtration enlargements in semimartingale financial models. Stoch. Process. Appl. 126, 1761–1784 (2016)

2. Aksamit, A.: Random times, enlargement of filtration and arbitrages. Ph.D. Thesis, Université d’Evry-Val d’Essonne (2014). Available online at https://hal.archives-ouvertes.fr/tel-01016672/

3. Peking Univ. Ser. Math.;A. Aksamit,2014

4. Lecture Notes in Math.;A. Aksamit,2015

5. Amendinger, J., Imkeller, P., Schweizer, M.: Additional logarithmic utility of an insider. Stoch. Process. Appl. 75, 263–286 (1998)

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