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First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10012652666
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Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
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Defaultable claims in switching models with partial information
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012030897