DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION (Q5384676)
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scientific article; zbMATH DE number 7072669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION |
scientific article; zbMATH DE number 7072669 |
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DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION (English)
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24 June 2019
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contingent claims
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geometric Brownian motion
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random drift rate
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switching time
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partial information
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filtering equations
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posterior probabilities
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conditional probability density
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