{"_id":"Le3LdSjujupobeadK","bibbaseid":"blanchetscalliet-hillairet-jiao-successiveenlargementoffiltrationsandapplicationtoinsiderinformation-2017","author_short":["Blanchet-Scalliet, C.","Hillairet, C.","Jiao, Y."],"bibdata":{"bibtype":"article","type":"article","author":[{"firstnames":["Christophette"],"propositions":[],"lastnames":["Blanchet-Scalliet"],"suffixes":[]},{"firstnames":["Caroline"],"propositions":[],"lastnames":["Hillairet"],"suffixes":[]},{"firstnames":["Ying"],"propositions":[],"lastnames":["Jiao"],"suffixes":[]}],"title":"Successive enlargement of filtrations and application to insider information","journal":"Advances in Applied Probability","volume":"49","number":"3","pages":"653–685","month":"September","year":"2017","coden":"AAPBBD","doi":"https://doi.org/10.1017/apr.2017.17","issn":"0001-8678 (print), 1475-6064 (electronic)","issn-l":"0001-8678","bibdate":"Sat Mar 16 08:55:03 MDT 2019","bibsource":"http://www.math.utah.edu/pub/tex/bib/advapplprob.bib","url":"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/successive-enlargement-of-filtrations-and-application-to-insider-information/5E1A00A98CB3421EA0556813185D9CCB","acknowledgement":"Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 585 1640, +1 801 581 4148, e-mail: \\path|beebe@math.utah.edu|, \\path|beebe@acm.org|, \\path|beebe@computer.org| (Internet), URL: \\path|http://www.math.utah.edu/ beebe/|","ajournal":"Adv. Appl. Probab.","fjournal":"Advances in Applied Probability","journal-url":"https://www.cambridge.org/core/journals/advances-in-applied-probability","onlinedate":"08 September 2017","bibtex":"@Article{Blanchet-Scalliet:2017:SEF,\n author = \"Christophette Blanchet-Scalliet and Caroline Hillairet\n and Ying Jiao\",\n title = \"Successive enlargement of filtrations and application\n to insider information\",\n journal = j-ADV-APPL-PROB,\n volume = \"49\",\n number = \"3\",\n pages = \"653--685\",\n month = sep,\n year = \"2017\",\n CODEN = \"AAPBBD\",\n DOI = \"https://doi.org/10.1017/apr.2017.17\",\n ISSN = \"0001-8678 (print), 1475-6064 (electronic)\",\n ISSN-L = \"0001-8678\",\n bibdate = \"Sat Mar 16 08:55:03 MDT 2019\",\n bibsource = \"http://www.math.utah.edu/pub/tex/bib/advapplprob.bib\",\n URL = \"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/successive-enlargement-of-filtrations-and-application-to-insider-information/5E1A00A98CB3421EA0556813185D9CCB\",\n acknowledgement = ack-nhfb,\n ajournal = \"Adv. Appl. Probab.\",\n fjournal = \"Advances in Applied Probability\",\n journal-URL = \"https://www.cambridge.org/core/journals/advances-in-applied-probability\",\n onlinedate = \"08 September 2017\",\n}\n\n","author_short":["Blanchet-Scalliet, C.","Hillairet, C.","Jiao, Y."],"key":"Blanchet-Scalliet:2017:SEF","id":"Blanchet-Scalliet:2017:SEF","bibbaseid":"blanchetscalliet-hillairet-jiao-successiveenlargementoffiltrationsandapplicationtoinsiderinformation-2017","role":"author","urls":{"Paper":"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/successive-enlargement-of-filtrations-and-application-to-insider-information/5E1A00A98CB3421EA0556813185D9CCB"},"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"http://ftp.math.utah.edu/pub/tex/bib/advapplprob.bib","dataSources":["8DKZik2cWsn9Xkr7S"],"keywords":[],"search_terms":["successive","enlargement","filtrations","application","insider","information","blanchet-scalliet","hillairet","jiao"],"title":"Successive enlargement of filtrations and application to insider information","year":2017}