Filtrations
Year of publication: |
2008-10-01
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Authors: | Coculescu, Delia ; Nikeghbali, Ashkan |
Institutions: | Finrisk |
Subject: | Markov-Prozess | Stochastischer Prozess | stochastic |
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Sätze und Aufgaben über Markoffsche Prozesse
Dynkin, Evgenij B., (1969)
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Die Grundlagen der Theorie der Markoffschen Prozesse
Dynkin, Evgenij B., (1961)
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Markov processes : structure and asymptotic behavior
Rosenblatt, Murray, (1971)
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Default Times, Non-Arbitrage Conditions and Changeof Probability Measures
Coculescu, Delia, (2009)
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Hazard Processes and Martingale Hazard Processes
Coculescu, Delia, (2009)
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Default times, no-arbitrage conditions and changes of probability measures
Coculescu, Delia, (2012)
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