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

From MaRDI portal





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

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

    Identifiers