Narrow search
Showing 11 - 15 of 15
Cover Image
Partial information and hazard process
Jeanblanc, Monique; Valchev, Stoyan - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 807-838
Persistent link: https://www.econbiz.de/10003133887
Cover Image
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Cover Image
First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10012652666
Cover Image
Strong bubbles and strict local martingales
Herdegen, Martin; Schweizer, Martin - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Cover Image
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin; Zivoi, Danijel; Ṥikić, Mario - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-38
Persistent link: https://www.econbiz.de/10011854586