The application of Kolmogorov's theorem in the one-default model (Q2953430)
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scientific article; zbMATH DE number 6670343
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|---|---|---|---|
| default for all languages | No label defined |
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| English | The application of Kolmogorov's theorem in the one-default model |
scientific article; zbMATH DE number 6670343 |
Statements
4 January 2017
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progressive enlargement of filtration
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semimartingale decomposition
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multiplicative decomposition
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credit risk
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0.8052845597267151
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0.7695989608764648
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0.7360882759094238
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