Fatima BENZİADİ, Abdeldjebbar KANDOUCİ

The Application of Kolmogorov’s theorem in the one-default model

Mathematical Sciences and Applications E-Notes

2016-Cilt: 4 - Sayı: 2

71-78

Progressive enlargement of filtration, Semimartingale decomposition, Multiplicative decomposition, Credit risk

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