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Unexpected Default in an Information Based Model

This paper provides sufficient conditions for the time of bankruptcy (of a company or a state) for being a totally inaccessible stopping time and provides the explicit computation of its compensator in a framework where the flow of market information on the default is modelled explicitly with a Brownian bridge between 0 and 0 on a random time interval.

preprint2016arXivOpen access
Matteo Ludovico BediniRainer BuckdahnHans-Jürgen Engelbert
q-fin.MFmath.PR
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Open access3 authors2 topics
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Matteo Ludovico BediniRainer BuckdahnHans-Jürgen Engelbert

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