On the compensator of the default process in an information-based model (Q2296102): Difference between revisions
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Latest revision as of 21:19, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the compensator of the default process in an information-based model |
scientific article |
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On the compensator of the default process in an information-based model (English)
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17 February 2020
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default time
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totally inaccessible stopping time
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Brownian bridge on random intervals
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local time
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credit risk
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compensator process
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