ROLE OF INFORMATION IN PRICING DEFAULT-SENSITIVE CONTINGENT CLAIMS (Q5245892): Difference between revisions

@@ Property / author @@
-Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
-Normal rank
@@ Property / author @@
+Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets for unbounded processes
+Normal rank
@@ Property / cites work @@
+Carthaginian enlargement of filtrations
@@ Property / cites work: Carthaginian enlargement of filtrations / rank @@
+Normal rank
@@ Property / cites work @@
+What happens after a default: the conditional density approach
+Normal rank
@@ Property / cites work @@
+Insider Trading in a Continuous Time Market Model
@@ Property / cites work: Insider Trading in a Continuous Time Market Model / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-martingales et grossissement d'une filtration
+Normal rank
@@ Property / cites work @@
+A BENCHMARK APPROACH TO FINANCE
@@ Property / cites work: A BENCHMARK APPROACH TO FINANCE / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024915500077
+Normal rank
@@ Property / OpenAlex ID @@
+W2160628311
@@ Property / OpenAlex ID: W2160628311 / rank @@
+Normal rank