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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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On models of default risk
Elliott, Robert J. R.; Jeanblanc, Monique; Yor, Marc - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
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Robustness of the black and scholes formula
El Karoui, Nicole - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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Impulse control method and exchange rate
Jeanblanc, Monique - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 161-177
Persistent link: https://www.econbiz.de/10001333347
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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/10008103933
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Dynamic indifference valuation via convex risk measures
Klöppel, Susanne; Schweizer, Martin - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 599-627
Persistent link: https://www.econbiz.de/10003626635
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DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
Klöppel, Susanne; Schweizer, Martin - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 599
Persistent link: https://www.econbiz.de/10008221609