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Stability of Sigma-Martingale Densities in L log L Under an Equivalent Change of Measure
Choulli, Tahir, (2011)
Mean-Variance Hedging via Stochastic Control and BSDEs for General Semimartingales
Jeanblanc, Monique, (2011)
Time Preferences, Culture, and Household Debt Maturity Choice
Breuer, Wolfgang, (2011)
Default Recovery Rates and Lgd in Credit Risk Modelling and Practice
Altman, Edward I., (2012)
Corporate bankruptcy in America
Altman, Edward I., (1971)
Covid-19 and the credit cycle : 2020 revisited and 2021 outlook
Altman, Edward I., (2021)