Year: 2007
Type: preprint
Abstract: In this article, we define the notion of a filtration and then give the basic theorems on initial and progressive enlargements of filtrations.
Source: arXiv (Cornell University)
Authors: Coculescu, Delia, Nikeghbali, Ashkan
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W4394657626