Narrow search
Showing 1 - 2 of 2
Cover Image
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique; Leniec, Marta - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Cover Image
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique; Mastrolia, Thibaut; Possamai͏̈, Dylan - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-43
Persistent link: https://www.econbiz.de/10011404177