DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION (Q5384676): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1265772 |
Created claim: Wikidata QID (P12): Q128587290, #quickstatements; #temporary_batch_1723941302328 |
||
| (4 intermediate revisions by 4 users not shown) | |||
| Property / author | |||
| Property / author: Monique Jeanblanc-Picqué / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4657105 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: INFORMATION-BASED ASSET PRICING / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5658888 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The integral of geometric Brownian motion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4323296 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Wiener disorder problem with finite horizon / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3908216 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4522393 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4226355 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the integral of geometric Brownian motion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5684120 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4172681 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On some exponential functionals of Brownian motion / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024919500067 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2914122247 / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q128587290 / rank | |||
Normal rank | |||
Latest revision as of 01:56, 18 August 2024
scientific article; zbMATH DE number 7072669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION |
scientific article; zbMATH DE number 7072669 |
Statements
DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION (English)
0 references
24 June 2019
0 references
contingent claims
0 references
geometric Brownian motion
0 references
random drift rate
0 references
switching time
0 references
partial information
0 references
filtering equations
0 references
posterior probabilities
0 references
conditional probability density
0 references
