DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION (Q5384676): 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 @@
+Q4657105
@@ Property / cites work: Q4657105 / rank @@
+Normal rank
@@ Property / cites work @@
+INFORMATION-BASED ASSET PRICING
@@ Property / cites work: INFORMATION-BASED ASSET PRICING / rank @@
+Normal rank
@@ Property / cites work @@
+Q5658888
@@ Property / cites work: Q5658888 / rank @@
+Normal rank
@@ Property / cites work @@
+The integral of geometric Brownian motion
@@ Property / cites work: The integral of geometric Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS
+Normal rank
@@ Property / cites work @@
+PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL
+Normal rank
@@ Property / cites work @@
+The Wiener disorder problem with finite horizon
@@ Property / cites work: The Wiener disorder problem with finite horizon / rank @@
+Normal rank
@@ Property / cites work @@
+Q3908216
@@ Property / cites work: Q3908216 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4522393
@@ Property / cites work: Q4522393 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+On the integral of geometric Brownian motion
@@ Property / cites work: On the integral of geometric Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q5684120
@@ Property / cites work: Q5684120 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
@@ Property / cites work @@
+On some exponential functionals of Brownian motion
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024919500067
+Normal rank
@@ Property / OpenAlex ID @@
+W2914122247
@@ Property / OpenAlex ID: W2914122247 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128587290
@@ Property / Wikidata QID: Q128587290 / rank @@
+Normal rank