CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS (Q5114679): Difference between revisions
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Revision as of 21:54, 22 February 2024
scientific article; zbMATH DE number 7214797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS |
scientific article; zbMATH DE number 7214797 |
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CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS (English)
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25 June 2020
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default times
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credit default swaps
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counterparty risk
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geometric Brownian motion
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initial and progressive enlargements of filtrations
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