The following pages link to (Q4936390):
Displaying 50 items.
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
- Information, no-arbitrage and completeness for asset price models with a change point (Q740193) (← links)
- Implied default probability and credit derivatives (Q816767) (← links)
- Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Default and information (Q959675) (← links)
- What happens after a default: the conditional density approach (Q981009) (← links)
- Valuation of default swap with affine-type hazard rate (Q1302099) (← links)
- Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
- Default times, no-arbitrage conditions and changes of probability measures (Q1761456) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (Q1934584) (← links)
- Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Jump-diffusion processes in random environments (Q2249246) (← links)
- Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826) (← links)
- A contagion model with Markov regime-switching intensities (Q2258911) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Background filtrations and canonical loss processes for top-down models of portfolio credit risk (Q2271727) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- On the asymptotic behavior of the prices of Asian options (Q2372254) (← links)
- Dynamical analysis of corporate bonds based on the yield spread term-quality surface (Q2372255) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
- Information reduction via level crossings in a credit risk models (Q2463710) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Portfolio optimization with a defaultable security (Q2643672) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Optimization problem under change of regime of interest rate (Q2816571) (← links)
- OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK (Q2851560) (← links)
- TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK (Q2851562) (← links)
- A remark on credit risk models and copula (Q2920941) (← links)
- PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (Q3393978) (← links)
- Some Extensions of Norros’ Lemma in Models with Several Defaults (Q4561936) (← links)
- From the decompositions of a stopping time to risk premium decompositions (Q4606382) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
