Some Extensions of Norros’ Lemma in Models with Several Defaults (Q4561936): Difference between revisions

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+https://doi.org/10.1007/978-3-319-02069-3_12
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+W1602727970
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+Quelques applications de la théorie générale des processus. I
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+Credit risk: Modelling, valuation and hedging
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+Changes of filtrations and of probability measures
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+On Models of Default Risk
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+Semi-martingales et grossissement d'une filtration
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+On Cox processes and credit risky securities
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+Random times and enlargements of filtrations in a Brownian setting.
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