On the compensator of the default process in an information-based model (Q2296102)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the compensator of the default process in an information-based model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the compensator of the default process in an information-based model |
scientific article |
Statements
On the compensator of the default process in an information-based model (English)
0 references
17 February 2020
0 references
default time
0 references
totally inaccessible stopping time
0 references
Brownian bridge on random intervals
0 references
local time
0 references
credit risk
0 references
compensator process
0 references
0.8171657919883728
0 references
0.7902017831802368
0 references
0.7880687713623047
0 references
0.7817697525024414
0 references
0.7755486369132996
0 references
