- Mathematical Sciences and Applications E-Notes
- Vol: 4 Issue: 2
- The Application of Kolmogorov’s theorem in the one-default model
The Application of Kolmogorov’s theorem in the one-default model
Authors : Fatima Benziadi, Abdeldjebbar Kandouci
Pages : 71-78
Doi:10.36753/mathenot.421459
View : 8 | Download : 4
Publication Date : 2016-10-30
Article Type : Research
Abstract :Keywords : Progressive enlargement of filtration, Semimartingale decomposition, Multiplicative decomposition, Credit risk