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HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES
Coculescu, Delia; Nikeghbali, Ashkan - In: Mathematical finance : an international journal of … 22 (2012) 3, pp. 519-538
Persistent link: https://www.econbiz.de/10009980091
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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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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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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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Dividends and leverage: How to optimally exploit a non-renewable investment
Coculescu, Delia - In: Journal of economic dynamics & control 35 (2011) 3, pp. 312-330
Persistent link: https://www.econbiz.de/10008769073