scientific article
From MaRDI portal
Publication:3680007
zbMath0565.60043MaRDI QIDQ3680007
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (10)
Pricing and trading credit default swaps in a hazard process model ⋮ Hedging the Risk of Delayed Data in Defaultable Markets ⋮ Default barrier intensity model for credit risk evaluation ⋮ Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem ⋮ Intensity process for a pure jump Lévy structural model with incomplete information ⋮ Strict local martingales with jumps ⋮ On correlated defaults and incomplete information ⋮ MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL ⋮ Retrospective reserves and bonus ⋮ On the compensator of the default process in an information-based model
This page was built for publication:
