Pages that link to "Item:Q1691452"
From MaRDI portal
The following pages link to An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452):
Displaying 6 items.
- Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula (Q544525) (← links)
- Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- Optional splitting formula in a progressively enlarged filtration (Q5174382) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
