ABSOLUTELY CONTINUOUS COMPENSATORS (Q3006606): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1240468 |
Changed an Item |
||
| Property / author | |||
| Property / author: Philip E. Protter / rank | |||
Normal rank | |||
Revision as of 18:06, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ABSOLUTELY CONTINUOUS COMPENSATORS |
scientific article |
Statements
ABSOLUTELY CONTINUOUS COMPENSATORS (English)
0 references
20 June 2011
0 references
compensator
0 references
dual predictable projection
0 references
Doob-Meyer decomposition
0 references
credit risk
0 references
martingale
0 references
hazard rate
0 references
