CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS (Q5114679): Difference between revisions

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+Enlargement of Filtration with Finance in View
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+VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
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+Changes of filtrations and of probability measures
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+ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
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+COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION
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+Counterparty Credit Risk, Collateral and Funding
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+Carthaginian enlargement of filtrations
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+Modelling, pricing, and hedging counterparty credit exposure. A technical guide
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+The integral of geometric Brownian motion
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+What happens after a default: the conditional density approach
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+Density Approach in Modeling Successive Defaults
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+On Models of Default Risk
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+DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION
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+The Wiener disorder problem with finite horizon
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+On Cox processes and credit risky securities
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+Random times and enlargements of filtrations in a Brownian setting.
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+On the integral of geometric Brownian motion
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+On some exponential functionals of Brownian motion
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