Some Extensions of Norros’ Lemma in Models with Several Defaults
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Publication:4561936
DOI10.1007/978-3-319-02069-3_12zbMath1418.91571OpenAlexW1602727970MaRDI QIDQ4561936
Publication date: 13 December 2018
Published in: Inspired by Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-02069-3_12
default timesintensity processesdefault processes and their compensatorsfiltration immersionsreference filtration
Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Credit risk (91G40)
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