Weak convergence of equity derivatives pricing with default risk (Q893958): Difference between revisions

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+Stopping times and tightness
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+DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
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+Credit risk: Modelling, valuation and hedging
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+Hazard rate for credit risk and hedging defaultable contingent claims
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+Option pricing: A simplified approach
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+From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup>
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+Q3721531
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+Q4856610
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+On Cox processes and credit risky securities
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+Weak convergence of tree methods to price options on defaultable assets
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