Characteristics and Constructions of Default Times (Q5123452)
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scientific article; zbMATH DE number 7252360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristics and Constructions of Default Times |
scientific article; zbMATH DE number 7252360 |
Statements
Characteristics and Constructions of Default Times (English)
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28 September 2020
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random times
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Azéma's supermartingale
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additive decomposition
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multiplicative decomposition
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optimal semimartingales
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reduced form approach
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credit risk
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