Hazard processes and martingale hazard processes (Q4906525)
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scientific article; zbMATH DE number 6139579
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hazard processes and martingale hazard processes |
scientific article; zbMATH DE number 6139579 |
Statements
HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (English)
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28 February 2013
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default modeling
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credit risk models
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random times
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enlargements of filtrations
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hazard process
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immersed filtrations
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pseudo-stopping times
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honest times
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0.8003295063972473
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0.7903929948806763
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0.7831172347068787
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0.7655680179595947
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