Optional splitting formula in a progressively enlarged filtration (Q5174382)
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scientific article; zbMATH DE number 6405020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optional splitting formula in a progressively enlarged filtration |
scientific article; zbMATH DE number 6405020 |
Statements
Optional splitting formula in a progressively enlarged filtration (English)
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17 February 2015
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optional splitting formula
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filtrations
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progressive enlargements
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credit risk modeling
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conditional density hypothesis
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