Articles citing this article

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Cited article:

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The strong predictable representation property in initially enlarged filtrations under the density hypothesis

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Stochastic Processes and their Applications 128 (3) 1007 (2018)
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The study of dynamics for credit default risk by backward stochastic differential equation method

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An enlargement of filtration formula with applications to multiple non-ordered default times

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Finance and Stochastics 22 (1) 205 (2018)
https://doi.org/10.1007/s00780-017-0349-z

Dynamics of multivariate default system in random environment

Nicole El Karoui, Monique Jeanblanc and Ying Jiao
Stochastic Processes and their Applications 127 (12) 3943 (2017)
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Generalized density approach in progressive enlargement of filtrations

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Точное решение задачи оптимального инвестирования в модели Хестона

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UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH

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International Journal of Theoretical and Applied Finance 18 (07) 1550045 (2015)
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