搜索结果: 1-1 共查到“理论经济学 stopping time”相关记录1条 . 查询时间(0.046 秒)
From the decompositions of a stopping time to risk premium decompositions
Random times classification of stopping times enlargements of filtrations
2010/11/3
We build a general model for pricing defaultable claims. In addition to the usual ab-
sence of arbitrage assumption, we assume that one defaultable asset (at least) looses value when the default occu...