FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075)
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 7384603
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS |
scientific article; zbMATH DE number 7384603 |
Statements
FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (English)
0 references
24 August 2021
0 references
successive default times
0 references
first-to-default and second-to-default options
0 references
geometric Brownian motion
0 references
initial and progressive enlargements of filtrations
0 references
0 references
0 references
0 references
0 references
0.8899854
0 references
0.85745317
0 references
0.8360766
0 references
0.83591604
0 references
0.8323107
0 references
0.8243868
0 references
0 references
