Martingale representation in the enlargement of the...

Martingale representation in the enlargement of the filtration generated by a point process

Di Tella, Paolo, Jeanblanc, Monique
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Volume:
131
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2020.09.008
Date:
January, 2021
File:
PDF, 1.72 MB
2021
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