Up and down credit risk (Q3064015): Difference between revisions

@@ Property / author @@
-Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
-Normal rank
@@ Property / author @@
+Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680903382776
+Normal rank
@@ Property / OpenAlex ID @@
+W2061979654
@@ Property / OpenAlex ID: W2061979654 / rank @@
+Normal rank
@@ Property / cites work @@
+Changes of filtrations and of probability measures
+Normal rank
@@ Property / cites work @@
+The multiplicity of an increasing family of \(\sigma\)-fields
+Normal rank
@@ Property / cites work @@
+PRICING AND HEDGING IN A DYNAMIC CREDIT MODEL
@@ Property / cites work: PRICING AND HEDGING IN A DYNAMIC CREDIT MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4850018
@@ Property / cites work: Q4850018 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3064015