Narrow search
Showing 1 - 3 of 3
Cover Image
Credit risk valuation with rating transitions and partial information
Hainaut, Donatien; Robert, Christian Yann - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-44
Persistent link: https://www.econbiz.de/10010498847
Cover Image
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike; Hainaut, Donatien - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Cover Image
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup; Hainaut, Donatien - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-37
Persistent link: https://www.econbiz.de/10012807860