BSDEs with polynomial growth generators in a defaultable market (Q488680)
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scientific article; zbMATH DE number 6390617
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BSDEs with polynomial growth generators in a defaultable market |
scientific article; zbMATH DE number 6390617 |
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BSDEs with polynomial growth generators in a defaultable market (English)
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26 January 2015
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backward stochastic differential equation
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defaultable market
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polynomial growth generator
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default time
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default process
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0.8234020471572876
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0.8075858950614929
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0.8074779510498047
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0.7830372452735901
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0.7806278467178345
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