Abstract
The concepts introduced in the previous chapter will now be extended to a more general set-up, when allowance for a larger flow of information — formally represented by some reference filtration F — is made.
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© 2004 Springer-Verlag Berlin Heidelberg
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Bielecki, T.R., Rutkowski, M. (2004). Hazard Process of a Random Time. In: Credit Risk: Modeling, Valuation and Hedging. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-04821-4_5
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DOI: https://doi.org/10.1007/978-3-662-04821-4_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08707-3
Online ISBN: 978-3-662-04821-4
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