The following pages link to (Q3400712):
Displayed 14 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- A tractable LIBOR model with default risk (Q356479) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
- Mean field games of timing and models for bank runs (Q1678483) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- Brownian Bridges on Random Intervals (Q2967978) (← links)
- WRONG-WAY RISK CVA MODELS WITH ANALYTICAL EPE PROFILES UNDER GAUSSIAN EXPOSURE DYNAMICS (Q4595298) (← links)
- An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time (Q5038292) (← links)
- Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case (Q5086425) (← links)