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Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance Anna Aksamit 1st ed. 2017 edition
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Enlargement of Filtration with Finance in View - SpringerBriefs in Quantitative Finance
Anna Aksamit
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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 27 de noviembre de 2017 |
| ISBN13 | 9783319412542 |
| Editores | Springer International Publishing AG |
| Páginas | 150 |
| Dimensiones | 150 × 220 × 10 mm · 235 g |
| Lengua | Francés |
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