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SFB 649 Discussion Paper 2005-029 Utility Duality under
 

Summary: SFB 649 Discussion Paper 2005-029
Utility Duality under
Additional Information:
Conditional Measures
versus Filtration
Enlargements
Stefan Ankirchner*
* Department of Mathematics, Humboldt-Universität zu Berlin,
Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".
http://sfb649.wiwi.hu-berlin.de
ISSN 1860-5664
SFB 649, Humboldt-Universität zu Berlin
Spandauer Straße 1, D-10178 Berlin
SFB649ECONOMICRISKBERLIN
Utility duality under additional information:
conditional measures versus filtration enlargements
Stefan Ankirchner
Institut f¨ur Mathematik

  

Source: Ankirchner, Stefan - Institut für Angewandte Mathematik, Universität Bonn

 

Collections: Mathematics