Articles citing this article

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Cited article:

Market-Consistent Valuation and Financial Management of an Insurance Firm

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Long-Term Optimal Investment in Matrix Valued Factor Models

Scott Robertson and Hao Xing
SIAM Journal on Financial Mathematics 8 (1) 400 (2017)
https://doi.org/10.1137/15M1030625

Supermartingales as Radon–Nikodym densities and related measure extensions

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The Annals of Probability 43 (6) (2015)
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Strict local martingales and bubbles

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The Annals of Applied Probability 25 (4) (2015)
https://doi.org/10.1214/14-AAP1037

A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale

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Statistics & Probability Letters 104 94 (2015)
https://doi.org/10.1016/j.spl.2015.05.008

PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING

YOUNES KCHIA and PHILIP PROTTER
International Journal of Theoretical and Applied Finance 18 (04) 1550027 (2015)
https://doi.org/10.1142/S0219024915500272

On some universal σ-finite measures related to a remarkable class of submartingales

Joseph Najnudel and Ashkan Nikeghbali
Stochastic Processes and their Applications 122 (4) 1582 (2012)
https://doi.org/10.1016/j.spa.2012.01.010