Anna Aksamit
Abstract
In this talk I will discuss the theory of enlargement of filtration which has been used in modelling asymmetric information. I will review classical results and present some new development with financial applications. My main focus will be semimartingales calculus in different filtrations.
Speaker
Research Area
Statistics seminar
Affiliation
University of Sydney
Date
Friday, 14 April 2023, 4pm
Venue
RC-4082 and Zoom (link below)