13 citations · 20 across the 12 of their papers we have counts for
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math.PR2014
Projections, Pseudo-Stopping Times and the Immersion Property
Anna Aksamit, Libo Li
Given two filtrations , we study under which conditions the -optional projection and the -dual optional projection coincide for t…
q-fin.PR2014★ 3 cited
Non-Arbitrage under a Class of Honest Times
Tahir Choulli, Anna Aksamit, Jun Deng +1
This paper quantifies the interplay between the non-arbitrage notion of No-Unbounded-Profit-with-Bounded-Risk (NUPBR hereafter) and additional information generated by a random tim…