Why is it important to study various sources of information?

Monique Jeanblanc

University of Evry


In this talk, we shall give some examples, based on Enlargement of filtration theory, to see how some extra information can be used to make profit, or even arbitrages and how prices can be changed in an incomplete market. This... [ view full abstract ]


WE-PL-A2 » Monique Jeanblanc (10:00 - Wednesday, 18th July, Burke Theater - Chairman Paul Glasserman)