Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683)
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scientific article; zbMATH DE number 5772506
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management |
scientific article; zbMATH DE number 5772506 |
Statements
Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (English)
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18 August 2010
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stochastic control
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progressive enlargement of filtrations
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decomposition in the reference filtration
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multiple default times
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risk management
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0.8025050163269043
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0.7950867414474487
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0.7838999032974243
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0.776934027671814
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0.7678523063659668
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