Anna Aksamit

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.
Anna Aksamit
Statistics seminar
University of Sydney
Friday, 14 April 2023, 4pm
RC-4082 and Zoom (link below)