Geodesic

Enlargement of filtrations
p. I
From the decompositions of a stopping time to risk premium decompositions
p. 1-21
Invariance Properties in the Dynamic Gaussian Copula Model
p. 22-41
Trading against disorderly liquidation of a large position under asymmetric information and market impact
p. 42-71
Options Prices in Incomplete Markets
p. 72-87
Some existence results for advanced backward stochastic differential equations with a jump time
p. 88-110
Martingale representation processes and applications in the market viability under information flow expansion
p. 111-135
Les débuts de la théorie du grossissement de filtrations
p. 136-138
Grossissements de filtrations : grossissements initiaux et progressifs
p. 139-143