BROWNIAN BRIDGES ON RANDOM INTERVALS

Bedini, ML; Buckdahn, R; Engelbert, HJ

Bedini, ML (reprint author), Intesa Sanpaolo, Milan, Italy.

THEORY OF PROBABILITY AND ITS APPLICATIONS, 2017; 61 (1): 15

Abstract

The issue of giving an explicit description of the flow of information concerning the time of bankruptcy of a company (or a state) arriving on the mar......

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