Arbitrage of the first kind and filtration enlargements in semimartingale financial models-Reference-Cited by-同舟云学术

Arbitrage of the first kind and filtration enlargements in semimartingale financial models

Published:2016-06 Issue:6 Volume:126 Page:1761-1784
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Acciaio Beatrice,Fontana Claudio,Kardaras Constantinos

Funder

Marie Curie Intra European Fellowship

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference35 articles.

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4. Modeling anticipations in financial markets;Baudoin,2003

5. Default times, no-arbitrage conditions and changes of probability measures;Coculescu;Finance Stoch.,2012

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