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ESAIM: Proceedings and Surveys
Volume 56 (2017)
Enlargement of filtrations
Paris, FRANCE ; Zurich, SWITZERLAND, May 2-3, September 8-9, 2016Stéphane Crépey, Monique Jeanblanc and Ashkan Nikeghbali (Eds.)
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From the decompositions of a stopping time to risk premium decompositions p. 1
Published online: 04 September 2017
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Invariance Properties in the Dynamic Gaussian Copula Model p. 22
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Trading against disorderly liquidation of a large position under asymmetric information and market impact p. 42
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Some existence results for advanced backward stochastic differential equations with a jump time p. 88
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Martingale representation processes and applications in the market viability under information flow expansion p. 111
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Les débuts de la théorie du grossissement de filtrations p. 136
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Grossissements de filtrations : grossissements initiaux et progressifs p. 139
Published online: 04 September 2017