Immersion property and credit risk modelling (Q3400712)
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scientific article; zbMATH DE number 5666917
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Immersion property and credit risk modelling |
scientific article; zbMATH DE number 5666917 |
Statements
5 February 2010
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initial and progressive enlargement of filtration
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credit risk
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risk-neutral probability
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0.7676253914833069
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0.757695734500885
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0.7479094862937927
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0.7391251921653748
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