The following pages link to On Models of Default Risk (Q2707142):
Displayed 17 items.
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- Enlargements of filtrations and path decompositions at non stopping times (Q2431746) (← links)
- Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401) (← links)
- Affine stochastic mortality (Q2507942) (← links)
- A definition and some characteristic properties of pseudo-stopping times (Q2571696) (← links)
- PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (Q3503044) (← links)
- A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845) (← links)
- CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS (Q5422627) (← links)
- AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE (Q5487830) (← links)
- PARTIAL INFORMATION AND HAZARD PROCESS (Q5704734) (← links)
- Optimal Utility with Some Additional Information (Q5707903) (← links)
- Success or failure of a firm under different financing policies: A dynamic stochastic model (Q5953337) (← links)
