Generalized density approach in progressive enlargement of filtrations (Q894142): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized density approach in progressive enlargement of filtrations |
scientific article |
Statements
Generalized density approach in progressive enlargement of filtrations (English)
0 references
27 November 2015
0 references
generalized density
0 references
progressive enlargement of filtrations
0 references
semimartingale decomposition
0 references
sovereign default modeling
0 references
