stochastic reduced-form model that assumes neither differentiability nor continuity. …

on the state spaces. The three results are further extended to a stochastic reduced-form model. The stochastic extensions … the deterministic model. We apply our stochastic results to a stochastic reduced-form model with homogeneous returns and a …

on the state spaces. The three results are futher extended to a stochastic reduced-form model. The stochastic extensions … the deterministic model. We apply our stochastic results to a stochastic reduced-form model with homogeneous returns and a …