Generalized density approach in progressive enlargement of filtrations (Q894142)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized density approach in progressive enlargement of filtrations |
scientific article |
Statements
Generalized density approach in progressive enlargement of filtrations (English)
0 references
27 November 2015
0 references
generalized density
0 references
progressive enlargement of filtrations
0 references
semimartingale decomposition
0 references
sovereign default modeling
0 references