Enlargement of Filtration with Finance in View (SpringerBriefs in Quantitative Finance)

by Monique Jeanblanc (Contributor), Monique Jeanblanc (Contributor), Anna Aksamit (Author)

New
Paperback
2017
$64.19

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.

Synopsis

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.

$64.19

Quantity

10 in stock

More Information

Format: Paperback
Pages: 160
Edition: 1st ed. 2017
Publisher: Springer
Published: 20 Dec 2017
ISBN 10: 331941254X
ISBN 13: 9783319412542

Enlargement of Filtration with Finance in View (SpringerBriefs in Quantitative Finance)

New

$64.19

Synopsis

$64.19

More Information