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Modeling and valuation of credit risk
Bielecki, Tomasz R., (2004)
Large portfolio losses in a turbulent market
Tang, Qihe, (2021)
Mathematical models for financial bubbles
Nedelcu, Sorin, (2014)
Default Times, Non-Arbitrage Conditions and Changeof Probability Measures
Coculescu, Delia, (2009)
Hazard Processes and Martingale Hazard Processes
Filtrations
Coculescu, Delia, (2008)