Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance - Anna Aksamit - Books - Springer International Publishing AG - 9783319412542 - November 27, 2017
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Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance 1st ed. 2017 edition

Anna Aksamit

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Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance 1st ed. 2017 edition

This volume presents classical results of the theory of enlargement of filtration. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.

biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 27, 2017
ISBN13 9783319412542
Publishers Springer International Publishing AG
Pages 150
Dimensions 235 g
Language French  

See all of Anna Aksamit ( e.g. Paperback Book )