Brownian bridges on random intervals (Q2967978)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6693307
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Brownian bridges on random intervals |
scientific article; zbMATH DE number 6693307 |
Statements
Brownian Bridges on Random Intervals (English)
0 references
9 March 2017
0 references
Bayes theorem
0 references
Brownian bridge
0 references
default time
0 references
Markov process
0 references
semimartingale decomposition
0 references
credit default swap
0 references
0.8171657919883728
0 references
0.7594237327575684
0 references
0.7574034929275513
0 references
