Work

Grossissement d’une Filtration et Semi-martingales: Theoremes Generaux

Year: 2002

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/978-3-540-45530-1_7

Author: Marc Yor

Institution: Université Paris Cité

Language: French

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W112738792

FWCI: 1.006

Cites: 6

Cited by: 25

Related to: 10