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Transform analysis for point processes and applications in credit risk - MaRDI portal

Transform analysis for point processes and applications in credit risk (Q2851562)

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scientific article; zbMATH DE number 6215365
Language Label Description Also known as
English
Transform analysis for point processes and applications in credit risk
scientific article; zbMATH DE number 6215365

    Statements

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    11 October 2013
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    point process
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    transform
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    compensator
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    equivalent measure change
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    Transform analysis for point processes and applications in credit risk (English)
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    Identifiers