Default times, no-arbitrage conditions and changes of probability measures (Q1761456): Difference between revisions

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+Quelques applications de la théorie générale des processus. I
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+Study of a filtration expanded to include an honest time
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+Hazard rate for credit risk and hedging defaultable contingent claims
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+Changes of filtrations and of probability measures
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+HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES
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+Valuation of default-sensitive claims under imperfect information
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+On Models of Default Risk
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+What happens after a default: the conditional density approach
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+Credit Risk Models with Incomplete Information
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+PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION
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+Random times at which insiders can have free lunches
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+Random times and enlargements of filtrations in a Brownian setting.
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+An essay on the general theory of stochastic processes
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+Non-stopping times and stopping theorems
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+A definition and some characteristic properties of pseudo-stopping times
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