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- variance optimal martingale measure for defaultable claims 2015-02-27 Paper Dual optimization problem on defaultable claims 2015-01-15 Paper Mean-variance hedging...10 bytes (16 words) - 15:56, 6 October 2023
- variance optimal martingale measure for defaultable claims 2015-02-27 Paper Dual optimization problem on defaultable claims 2015-01-15 Paper Bessel bridges decomposition...10 bytes (17 words) - 06:58, 7 October 2023
- Local risk-minimization for defaultable claims with recovery process 2012-08-01 Paper LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS 2009-12-07 Paper Quadratic...10 bytes (16 words) - 11:28, 6 October 2023
- Paper Impact of risk aversion and belief heterogeneity on trading of defaultable claims 2016-11-07 Paper Pricing derivatives with counterparty risk and collateralization:...10 bytes (16 words) - 10:40, 6 October 2023
- additional information for thin semimartingale models 2019-09-19 Paper DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION 2019-06-24 Paper Integral...10 bytes (18 words) - 20:00, 11 December 2023
- mardi4nfdi.de/entity/Q2866016 2013-12-12 Paper Partial hedging for defaultable claims 2011-05-18 Paper https://portal.mardi4nfdi.de/entity/Q5430708 2007-12-16...10 bytes (16 words) - 14:23, 6 October 2023
- STOCHASTIC MARKOV CHAINS 2012-08-30 Paper Local risk-minimization for defaultable claims with recovery process 2012-08-01 Paper Credit Contagion in a Long...10 bytes (17 words) - 12:22, 7 October 2023
- in Financial Mathematics 2022-10-10 Paper STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS 2011-06-10...10 bytes (16 words) - 10:21, 24 September 2023
- passage times in jump models of stochastic volatility 2019-12-18 Paper DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION 2019-06-24 Paper Some...10 bytes (18 words) - 02:36, 10 December 2023
- Paper Impact of risk aversion and belief heterogeneity on trading of defaultable claims 2016-11-07 Paper Pricing derivatives with counterparty risk and collateralization:...10 bytes (16 words) - 10:40, 6 October 2023
- de/entity/Q5482356 2006-08-28 Paper Hazard rate for credit risk and hedging defaultable contingent claims 2004-11-24 Paper...10 bytes (19 words) - 12:22, 7 October 2023
- general jump model based on random measures 2022-03-21 Paper A pricing defaultable claim model based on exponential utility indifference value process in an...10 bytes (16 words) - 18:27, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q5032666 2022-02-22 Paper A pricing defaultable claim model based on exponential utility indifference value process in an...10 bytes (16 words) - 10:52, 6 October 2023
- iterative learning adaptive control scheme 2022-01-25 Paper A pricing defaultable claim model based on exponential utility indifference value process in an...10 bytes (17 words) - 14:59, 13 December 2023
- UNCERTAIN VOLATILITY ENVIRONMENTS 2011-08-10 Paper STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS 2011-06-10...10 bytes (16 words) - 20:39, 24 September 2023
- exploit a non-renewable investment 2011-02-02 Paper Valuation of default-sensitive claims under imperfect information 2008-06-18 Paper...10 bytes (16 words) - 07:18, 7 October 2023
- Stochastic Clock and Financial Markets 2008-09-29 Paper Valuation of default-sensitive claims under imperfect information 2008-06-18 Paper Analysis and Modelling...10 bytes (17 words) - 12:13, 9 December 2023
- and Hedging of Rating-Sensitive Claims Modeled by $\mathbb{F}$-doubly Stochastic Markov Chains 2011-08-08 Paper Defaultable bonds with an infinite number...10 bytes (18 words) - 18:29, 11 December 2023
- Modeling of the Defaultable Term Structure: Conditionally Markov Approach 2017-07-12 Paper Arbitrage-free pricing of multi-person game claims in discrete time...10 bytes (16 words) - 00:40, 9 December 2023
- 2012-03-22 Paper DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK 2011-06-09 Paper Up and down credit risk 2010-12-20 Paper Defaultable game options...10 bytes (19 words) - 00:39, 9 December 2023
