Pages that link to "Item:Q3424144"
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The following pages link to Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (Q3424144):
Displaying 6 items.
- What happens after a default: the conditional density approach (Q981009) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Random Time with Differentiable Conditional Distribution Function (Q3178730) (← links)
- DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM (Q5175223) (← links)
