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

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+Changes of filtrations and of probability measures
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+The multiplicity of an increasing family of \(\sigma\)-fields
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+PRICING AND HEDGING IN A DYNAMIC CREDIT MODEL
@@ Property / cites work: PRICING AND HEDGING IN A DYNAMIC CREDIT MODEL / rank @@
+Normal rank
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
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+Q4850018
@@ Property / cites work: Q4850018 / rank @@
+Normal rank