Pages that link to "Item:Q2476401"
From MaRDI portal
The following pages link to Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401):
Displaying 17 items.
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- Portfolio optimization in discontinuous markets under incomplete information (Q2461283) (← links)
- Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
- Filtration shrinkage, strict local martingales and the Föllmer measure (Q2511563) (← links)
- ABSOLUTELY CONTINUOUS COMPENSATORS (Q3006606) (← links)
- INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES (Q3094325) (← links)
- MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736) (← links)
- A Generalized Intensity-Based Framework for Single-Name Credit Risk (Q4689912) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- Study of discrete-time Hawkes process and its compensator (Q6606006) (← links)
- Stopping times occurring simultaneously (Q6617086) (← links)
