Time reversal and last passage time of diffusions with applications to credit risk management (Q784742): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S00780-020-00423-6 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00780-020-00423-6 / rank | |||
Normal rank | |||
Latest revision as of 03:39, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time reversal and last passage time of diffusions with applications to credit risk management |
scientific article |
Statements
Time reversal and last passage time of diffusions with applications to credit risk management (English)
0 references
3 August 2020
0 references
time reversal
0 references
linear diffusion
0 references
last passage time
0 references
\(h\)-transform
0 references
risk management
0 references
