Default times, no-arbitrage conditions and changes of probability measures
| Year of publication: |
2012
|
|---|---|
| Authors: | Coculescu, Delia ; Jeanblanc, Monique ; Nikeghbali, Ashkan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2012, 3, p. 513-536
|