Constructing random times with given survival processes and applications to valuation of credit derivatives
Pavel V. Gapeev, Monique Jeanblanc, Libo Li, and Marek Rutkowski
| Year of publication: |
2010
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|---|---|
| Authors: | Gapeev, Pavel V. ; Jeanblanc, Monique ; Li, Libo ; Rutkowski, Marek |
| Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 255-280
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| Subject: | Martingal | Martingale | Zufallsvariable | Random variable | Zeitökonomie | Economy of time | Derivat | Derivative | Finanzanalyse | Financial analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008749243