An enlargement of filtration formula with applications to multiple non-ordered default times
Crossref DOI link: https://doi.org/10.1007/s00780-017-0349-z
Published Online: 2017-11-29
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jeanblanc, Monique
Li, Libo
Song, Shiqi
License valid from 2017-11-29