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Interbank lending with benchmark rates : Pareto optima for a class of singular control games
Cont, Rama
;
Guo, Xin
;
Xu, Renyuan
- In:
Mathematical Finance
31
(
2021
)
4
,
pp. 1357-1393
Persistent link: https://www.econbiz.de/10012636233
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MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical Finance
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10005023769
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