Default times, no-arbitrage conditions and changes of probability measures
Delia Coculescu; Monique Jeanblanc; Ashkan Nikeghbali
| Year of publication: |
2012
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|---|---|
| Authors: | Coculescu, Delia ; Jeanblanc, Monique ; Nikeghbali, Ashkan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 3, p. 513-535
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| Subject: | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009562293