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

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+Backward-forward stochastic differential equations
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+`Finem Lauda' or the risks in swaps
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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
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+The Pricing of Options and Corporate Liabilities
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+Similarity of information and behavior with a pointwise convergence topology
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+Q3957683
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+PDE solutions of stochastic differential utility
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+Q3721531
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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
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+Q3996259
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