Generalized density approach in progressive enlargement of filtrations (Q894142)
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scientific article; zbMATH DE number 6514468
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| English | Generalized density approach in progressive enlargement of filtrations |
scientific article; zbMATH DE number 6514468 |
Statements
Generalized density approach in progressive enlargement of filtrations (English)
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27 November 2015
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generalized density
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progressive enlargement of filtrations
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semimartingale decomposition
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sovereign default modeling
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0.8087771534919739
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0.8053523302078247
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0.7861419320106506
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0.7850838899612427
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