On the compensator of the default process in an information-based model (Q2296102): Difference between revisions

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Revision as of 18:46, 21 July 2024

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On the compensator of the default process in an information-based model
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    On the compensator of the default process in an information-based model (English)
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    17 February 2020
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    default time
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    totally inaccessible stopping time
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    Brownian bridge on random intervals
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    local time
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    credit risk
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    compensator process
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