The following pages link to (Q3158097):
Displaying 23 items.
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Linear credit risk models (Q2282965) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- Principle of equivalent utility and universal variable life insurance pricing (Q3440855) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
- Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
