enlargement of filtration
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scholarly journals Enlargement of Filtration in Discrete Time

2019 ◽  
pp. 99-126
Author(s):  
C. Blanchet-Scalliet ◽  
M. Jeanblanc ◽  
R. Romo Romero
Keyword(s):  
Discrete Time ◽  
Enlargement Of Filtration

Enlargement of Filtration with Finance in View

2018 ◽  
Vol 18 (9) ◽  
pp. 1447-1448
Author(s):  
Thorsten Schmidt
Keyword(s):  
Enlargement Of Filtration

Enlargement of filtration on Poisson space: a Malliavin calculus approach

Stochastics ◽  
2017 ◽  
Vol 90 (5) ◽  
pp. 682-700
Author(s):  
John Alexander Wright ◽  
Sheung Chi Phillip Yam ◽  
Zheng Zhang
Keyword(s):  
Malliavin Calculus ◽  
Enlargement Of Filtration ◽  
Poisson Space

scholarly journals An enlargement of filtration formula with applications to multiple non-ordered default times

2017 ◽  
Vol 22 (1) ◽  
pp. 205-240
Author(s):  
Monique Jeanblanc ◽  
Libo Li ◽  
Shiqi Song
Keyword(s):  
Enlargement Of Filtration
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