Enlargement of filtration and additional information in pricing models: {B

Dario Gasbarra, Esko Valkeila, Lioudmila Vostrikova

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationFrom Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift
EditorsY Kabanov, R. Liptser, J. Stoyanov
Pages257-286
Publication statusPublished - 2006
MoE publication typeA3 Part of a book or another research book

Cite this