Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833): Difference between revisions

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-.1214/aoap/1035463324
@@ Property / DOI: 10.1214/aoap/1035463324 / rank @@
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+Backward-forward stochastic differential equations
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+`Finem Lauda' or the risks in swaps
@@ Property / cites work: `Finem Lauda' or the risks in swaps / rank @@
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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
@@ Property / cites work: DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Similarity of information and behavior with a pointwise convergence topology
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+Q3957683
@@ Property / cites work: Q3957683 / rank @@
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+PDE solutions of stochastic differential utility
@@ Property / cites work: PDE solutions of stochastic differential utility / rank @@
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+Q3721531
@@ Property / cites work: Q3721531 / rank @@
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+Martingales and arbitrage in multiperiod securities markets
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+Information structure and equilibrium asset prices
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+Pricing the risks of default
@@ Property / cites work: Pricing the risks of default / rank @@
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@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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@@ Property / DOI @@
+.1214/AOAP/1035463324
@@ Property / DOI: 10.1214/AOAP/1035463324 / rank @@
+Normal rank