Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (Q3424144): Difference between revisions

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+https://doi.org/10.1080/15326340600878313
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+W1966247368
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+A GENERAL FRAMEWORK FOR PRICING CREDIT RISK
@@ Property / cites work: A GENERAL FRAMEWORK FOR PRICING CREDIT RISK / rank @@
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@@ Property / cites work @@
+PDE approach to valuation and hedging of credit derivatives
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+Hazard rate for credit risk and hedging defaultable contingent claims
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+A General Formula for Valuing Defaultable Securities
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@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
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+A partial introduction to financial asset pricing theory.
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