Dynamics of multivariate default system in random environment (Q1679470): Difference between revisions
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Revision as of 02:03, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of multivariate default system in random environment |
scientific article |
Statements
Dynamics of multivariate default system in random environment (English)
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9 November 2017
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multiple defaults
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prediction process
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product space and product measure
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change of probability measure
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density hypothesis
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martingale characterization
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