An enlargement of filtration formula with applications to...

Finance and Stochastics 2018 / 1 Vol. 22; Iss. 1

An enlargement of filtration formula with applications to multiple non-ordered default times

Jeanblanc, Monique, Li, Libo, Song, Shiqi
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Volume:
22
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-017-0349-z
Date:
January, 2018
File:
PDF, 1.03 MB
english, 2018
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