HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525): Difference between revisions

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+W1495770962
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+.4958
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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
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+Q4213429
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+DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
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+Defaultable game options in a hazard process model
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+Q3158097
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+Hazard rate for credit risk and hedging defaultable contingent claims
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+From the decompositions of a stopping time to risk premium decompositions
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+Valuation of default-sensitive claims under imperfect information
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+Default times, no-arbitrage conditions and changes of probability measures
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+A General Formula for Valuing Defaultable Securities
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+On Models of Default Risk
@@ Property / cites work: On Models of Default Risk / rank @@
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+PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION
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+Credit Risk Models with Incomplete Information
@@ Property / cites work: Credit Risk Models with Incomplete Information / rank @@
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+Semi-martingales et grossissement d'une filtration
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+Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
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+Q4936390
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+On Cox processes and credit risky securities
@@ Property / cites work: On Cox processes and credit risky securities / rank @@
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+An essay on the general theory of stochastic processes
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+A definition and some characteristic properties of pseudo-stopping times
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+Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
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