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Default times, no-arbitrage conditions and changes of probability measures
Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan - In: Finance and stochastics 16 (2012) 3, pp. 513-536
Persistent link: https://www.econbiz.de/10009983148
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Default times, no-arbitrage conditions and changes of probability measures
Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan - In: Finance and stochastics 16 (2012) 3, pp. 513-535
Persistent link: https://www.econbiz.de/10009562293
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A reading guide for last passage times with financial applications in view
Nikeghbali, Ashkan; Platen, Eckhard - In: Finance and stochastics 17 (2013) 3, pp. 615-640
Persistent link: https://www.econbiz.de/10010131740
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A reading guide for last passage times with financial applications in view
Nikeghbali, Ashkan; Platen, Eckhard - In: Finance and stochastics 17 (2013) 3, pp. 615-640
Persistent link: https://www.econbiz.de/10009756015
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Valuation of default-sensitive claims under imperfect information
Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique - In: Finance and stochastics 12 (2008) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10008221307
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Valuation of default-sensitive claims under imperfect information (Publisher’s Erratum)
Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique - In: Finance and stochastics 14 (2009) 1, pp. 153-156
Persistent link: https://www.econbiz.de/10008445237
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Valuation of default-sensitive claims under imperfect information
Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique - In: Finance and stochastics 12 (2008) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices
Coculescu, Delia; Jeanblanc, Monique - In: Finance and stochastics 23 (2019) 2, pp. 397-421
Persistent link: https://www.econbiz.de/10012023743