scientific article; zbMATH DE number 3589461

MaRDI QIDQ4157731zbMATH OpenFDO

Authors Claude Dellacherie, Paul-André Meyer

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=SPS_1978__12__70_0, https://eudml.org/doc/113186

Cited in

(13)

• The dynamic spread of the forward CDS with general random loss
• Default times, no-arbitrage conditions and changes of probability measures
• Nouveaux résultats sur le grossissement des tribus
• Comportement des semi-martingales dans un grossissement de filtration
• Structure Conditions under Progressively Added Information
• Background filtrations and canonical loss processes for top-down models of portfolio credit risk
• Immersion of strong Brownian filtrations with honest time avoiding stopping times
• Progressive enlargement of filtrations with initial times
• Progressive enlargements of filtrations with pseudo-honest times
• A definition and some characteristic properties of pseudo-stopping times
• Insiders and Their Free Lunches: The Role of Short Positions
• Thin times and random times' decomposition
• A default system with overspilling contagion

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