On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization

Research output: Contribution to journal › Research article › Contributed › peer-review

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Details

Original languageEnglish
Pages (from-to)760-784
JournalStochastic Processes and their Applications
Volume2020
Issue number130(2)
Publication statusPublished - Feb 2020
Peer-reviewedYes

External IDs

Scopus 85063869444

Keywords