Dynamics of multivariate default system in random environment (Q1679470): Difference between revisions

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+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
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+Martingale representation theorems for initially enlarged filtrations.
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+A monetary value for initial information in portfolio optimization
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+BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives
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+Up and down credit risk
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+Credit risk: Modelling, valuation and hedging
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+Carthaginian enlargement of filtrations
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+RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES
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+A dynamic contagion process
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+Q3915688
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+Background filtrations and canonical loss processes for top-down models of portfolio credit risk
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+What happens after a default: the conditional density approach
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+Density Approach in Modeling Successive Defaults
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+On Models of Default Risk
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+DYNAMIC CDO TERM STRUCTURE MODELING
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+Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives
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+A Top-Down Approach to Multiname Credit
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+Insider Trading in a Continuous Time Market Model
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+Credit Risk Models with Incomplete Information
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+Un th�or�me de repr�sentation pour les martingales discontinues
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+Q3684922
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+Semi-martingales et grossissement d'une filtration
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+Linking Progressive and Initial Filtration Expansions
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+A predictive view of continuous time processes
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+Q4194235
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+Systems weakened by failures
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+Q4226175
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+A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING
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+Calcul stochastique d�pendant d'un param�tre
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