"Optimal Equivalent Probability Measures under Enlarged Filtrations."

Markus Hess (2019)

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DOI: 10.1007/S10957-019-01581-0

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type: Journal Article

metadata version: 2022-10-02

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Markus Hess:
Optimal Equivalent Probability Measures under Enlarged Filtrations. J. Optim. Theory Appl. 183(3): 813-839 (2019)

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