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) |
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