Asset allocation with contagion and explicit bankruptcy procedures (Q999740): Difference between revisions

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+Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes
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+The Pricing of Options and Corporate Liabilities
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+Stochastic Interest Rates and the Bond-Stock Mix
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+Strategic asset allocation
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+A general version of the fundamental theorem of asset pricing
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+MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
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+Martingales and arbitrage in multiperiod securities markets
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+DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
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+Bankruptcy, Counterparty Risk, and Contagion*
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+How to invest optimally in corporate bonds: a reduced-form approach
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+On Cox processes and credit risky securities
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+Optimum consumption and portfolio rules in a continuous-time model
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+The Markov Chain Market
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+Q4435813
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+CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS
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