Doerte Kreher

1. A new kind of augmentation of filtrations suitable for a change of\n probability measure by a strict local martingale
   2011/08/22 by Doerte Kreher, Kreher, Doerte, Ashkan Nikeghbali +1 · 1 citation
   Economics, Econometrics and Finance · Social Sciences · Decision Sciences · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Probability and Risk Models