Progressive filtration expansions via a process, with applications to insider trading
Younes Kchia; Philip Protter
| Year of publication: |
2015
|
|---|---|
| Authors: | Kchia, Younes ; Protter, Philip E. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 4, p. 1-48
|
| Subject: | Filtration expansion | grossissement des filtrations | semimartingale | insider trading | Theorie | Theory | Insiderhandel | Insider trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403783