Pages that link to "Item:Q2296102"
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The following pages link to On the compensator of the default process in an information-based model (Q2296102):
Displaying 4 items.
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- Credit default prediction and parabolic potential theory (Q514127) (← links)
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Information-based approach: pricing of a credit risky asset in the presence of default time (Q6612339) (← links)
