Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications
Reference21 articles.
1. Aït-Sahalia, Y., Cacho-Diaz, J., Laeven, R.J.A.: Modeling financial contagion using mutually exciting jump processes. J. Financ. Econ. 117(3), 585–606 (2015)
2. Aksamit, A., Jeanblanc, M.: Enlargement of Filtration with Finance in View. Springer, Berlin (2017)
3. Brémaud, P.: Point Processes and Queues: Martingale Dynamics, vol. 50. Springer, New York (1981)
4. Bielecki, T.R., Jeanblanc, M., Rutkowski, M.: Hedging of Credit Derivatives in Models with Totally Unexpected Default, pp. 35–100. Stochastic Processes and Applications to Mathematical Finance. World Science Publications, Hackensack, NJ (2006)
5. Calzolari, A., Torti, B.: Enlargement of filtration and predictable representation property for semi-martingales. Stoch. Int. J. Probab. Stoch. Process. 88(5), 680–698 (2016)
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献