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Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
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Valuation of basket credit derivatives in the credit migrations environment
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique - In: Financial engineering, (pp. 471-507). 2008
Persistent link: https://www.econbiz.de/10003567710
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Multiple ratings model of defaultable term structure
Bielecki, Tomasz R.; Rutkowski, Marek - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 125-139
Persistent link: https://www.econbiz.de/10002177192