On models of default risk

Mathematical Finance

Volumn 10, Issue 2, 2000, Pages 179-195

  Elliott, R J ^a   Jeanblanc, M ^b   Yor, M ^c  

^a UNIVERSITY OF ALBERTA   (Canada)

^b UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^c Université PMC   (France)

Author keywords

Default risk; Enlargement of filtrations

Indexed keywords

EID: 0034404931     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00088     Document Type: Article

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