Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management |
scientific article |
Statements
Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (English)
0 references
18 August 2010
0 references
stochastic control
0 references
progressive enlargement of filtrations
0 references
decomposition in the reference filtration
0 references
multiple default times
0 references
risk management
0 references
