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Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Finance and stochastics 15 (2011) 3, pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
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Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.; Pliska, Stanley R. - In: Finance and stochastics 4 (2000) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
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Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.; Jeanblanc, Monique - In: Finance and stochastics 4 (2000) 2, pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
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Optimization of consumption with labor income
El Karoui, Nicole - In: Finance and stochastics 2 (1998) 4, pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
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Hazard rate for credit risk and hedging defaultable contingent claims
Blanchet-Scalliet, Christophette; Jeanblanc, Monique - In: Finance and stochastics 8 (2004) 1, pp. 145
Persistent link: https://www.econbiz.de/10008215018
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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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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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Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Finance and stochastics 15 (2011) 3, pp. 541-573
Persistent link: https://www.econbiz.de/10009262458
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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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Hazard rate for credit risk and hedging defaultable contingent claims
Blanchet-Scalliet, Christophette; Jeanblanc, Monique - In: Finance and stochastics 8 (2004) 1, pp. 145-159
Persistent link: https://www.econbiz.de/10001910889