Found 9 Documents (Results 1–9)
The beginnings of the theory of enlargement of filtrations. (Les débuts de la théorie du grossissement de filtrations.) (French. English summary) Zbl 1387.60070
Martingale representation processes and applications in the market viability under information flow expansion. (English) Zbl 1383.60036
Some existence results for advanced backward stochastic differential equations with a jump time. (English) Zbl 1383.60047
Trading against disorderly liquidation of a large position under asymmetric information and market impact. (English) Zbl 1407.91223
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