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Enlargement of filtration and predictable representation property for semi-martingales |
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| Authors: | Antonella Calzolari Barbara Torti |
| Institution: | Dipartimento di Matematica, Università di Roma “Tor Vergata”, Roma, Italy. |
| Abstract: | |
| Keywords: | Semi-martingales predictable representations property enlargement of filtration completeness of a financial market |