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1 Ergebnisse
1
An enlargement of filtration formula with applications to m..:
Jeanblanc, M
;
Li, Libo
;
Song, S
hal-01584740. , 2017
Link:
https://hal.archives-ouvertes.fr/hal-01584740
RT Journal T1
An enlargement of filtration formula with applications to multiple non-ordered default times
UL https://suche.suub.uni-bremen.de/peid=base-ftccsdartic:oai:HAL:hal-01584740v1&Exemplar=1&LAN=DE A1 Jeanblanc, M A1 Li, Libo A1 Song, S PB HAL CCSD YR 2017 K1 form credit risk modeling K1 Non-ordered default times K1 Reduced K1 Enlargement of filtration K1 Semimartingale decomposition K1 JEL classification G14 Mathematics Subject Classification (2010) 60G07 · 91G40 K1 [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] JF hal-01584740 LK http://dx.doi.org/https://hal.archives-ouvertes.fr/hal-01584740 DO https://hal.archives-ouvertes.fr/hal-01584740 SF ELIB - SuUB Bremen
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