Random times and enlargements of filtrations in a Brownian setting

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So far, Dimensions has found 59 publications that cite this research output.

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Pitman's Theorem, Black-Scholes Equation, and Derivative Pricing for Fundraisers

Preprint in arXiv (March 2023)

Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples

Preprint in arXiv (March 2023)

The American Put Option with A Random Time Horizon

Preprint in arXiv (November 2022)

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