Default times, no-arbitrage conditions and changes of probability measures (Q1761456): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2095261998 / rank | |||
Normal rank | |||
Revision as of 17:43, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default times, no-arbitrage conditions and changes of probability measures |
scientific article |
Statements
Default times, no-arbitrage conditions and changes of probability measures (English)
0 references
15 November 2012
0 references
default modeling
0 references
credit risk models
0 references
random times
0 references
enlargements of filtrations
0 references
immersed filtrations
0 references
no-arbitrage conditions
0 references
equivalent change of measure
0 references
