



























In this paper we provide an exhaustive survey of the current state of the mathematics of filtration enlargement and an interpretation of the key results of the literature from the viewpoint of mathematical finance. The emphasis is on providing a well-structured compendium of known mathematical results that can be used by researchers in mathematical finance. We mainly state the results and discuss their role and significance, with references provided for the omitted proofs. The discussion of mathematical results is accompanied by numerous examples from mathematical finance.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。