Stopping Times Occurring Simultaneously

Stopping times are used in applications to model random arrivals. A standard assumption in many models is that they are conditionally independent, given an underlying filtration. This is a widely useful assumption, but there are circumstances where it seems to be unnecessarily strong. We use a modif...

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Veröffentlicht in:	arXiv.org 2024-11
Hauptverfasser:	Protter, Philip, Quintos, Alejandra
Format:	Artikel
Sprache:	eng
Schlagworte:	Bivariate analysis Mathematics - Probability Quantitative Finance - Mathematical Finance
Online-Zugang:	Volltext
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