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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1495770962
@@ Property / OpenAlex ID: W1495770962 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4958
@@ Property / arXiv ID: 0807.4958 / rank @@
+Normal rank
@@ Property / cites work @@
+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
@@ Property / cites work: DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+Q4213429
@@ Property / cites work: Q4213429 / rank @@
+Normal rank
@@ Property / cites work @@
+DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
+Normal rank
@@ Property / cites work @@
+Defaultable game options in a hazard process model
+Normal rank
@@ Property / cites work @@
+Q3158097
@@ Property / cites work: Q3158097 / rank @@
+Normal rank
@@ Property / cites work @@
+Hazard rate for credit risk and hedging defaultable contingent claims
+Normal rank
@@ Property / cites work @@
+From the decompositions of a stopping time to risk premium decompositions
+Normal rank
@@ Property / cites work @@
+Valuation of default-sensitive claims under imperfect information
+Normal rank
@@ Property / cites work @@
+Default times, no-arbitrage conditions and changes of probability measures
+Normal rank
@@ Property / cites work @@
+A General Formula for Valuing Defaultable Securities
+Normal rank
@@ Property / cites work @@
+Term Structures of Credit Spreads with Incomplete Accounting Information
+Normal rank
@@ Property / cites work @@
+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
+Normal rank
@@ Property / cites work @@
+On Models of Default Risk
@@ Property / cites work: On Models of Default Risk / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION
+Normal rank
@@ Property / cites work @@
+Credit Risk Models with Incomplete Information
@@ Property / cites work: Credit Risk Models with Incomplete Information / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-martingales et grossissement d'une filtration
+Normal rank
@@ Property / cites work @@
+Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
+Normal rank
@@ Property / cites work @@
+Q4936390
@@ Property / cites work: Q4936390 / rank @@
+Normal rank
@@ Property / cites work @@
+On Cox processes and credit risky securities
@@ Property / cites work: On Cox processes and credit risky securities / rank @@
+Normal rank
@@ Property / cites work @@
+An essay on the general theory of stochastic processes
+Normal rank
@@ Property / cites work @@
+A definition and some characteristic properties of pseudo-stopping times
+Normal rank
@@ Property / cites work @@
+Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4906525