Enlargement of filtration in discrete time
Résumé
We present some results on enlargement of filtration in discrete time. Many results known in continuous time extend immediately in a discrete time setting. Here, we provide direct proofs which are much more simpler. We study also arbitrages conditions in a financial setting and we present some specific cases, as immersion and pseudo-stopping times for which we obtain new results.
Origine : Fichiers produits par l'(les) auteur(s)
Loading...