搜索结果: 1-1 共查到“经济学 nonlinear filtering”相关记录1条 . 查询时间(0.125 秒)
On absolutely continuous compensators and nonlinear filtering equations in default risk models
Azema supermartingale default indicator absolutely continuous compensators pricing of default risk nonlinear filtering
font style='font-size:12px;'>
2012/6/5
We discuss the pricing of defaultable assets in an incomplete information model where the default time is given by a first hitting time of an unobservable process. We show that in a fairly general Mar...