DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2008.00345.x
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+W2074732776
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+Arbitrage pricing of defaultable game options with applications to convertible bonds
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+Defaultable game options in a hazard process model
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+Convertible Bonds in a Defaultable Diffusion Model
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+Credit risk: Modelling, valuation and hedging
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+Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
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+BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
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+A definition and some characteristic properties of pseudo-stopping times
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