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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option pricing theory"
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Option pricing theory
Theorie
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Stochastischer Prozess
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Optionspreistheorie
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Credit risk
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Kreditrisiko
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geometric Brownian motion
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counterparty risk
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initial and progressive enlargements of filtrations
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Jeanblanc, Monique
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Gapeev, Pavel V.
4
Leniec, Marta
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Mastrolia, Thibaut
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Possamai͏̈, Dylan
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International journal of theoretical and applied finance
Discussion paper / B
5
Finance and stochastics
4
Finance : revue de l'Association Française de Finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Research paper series / Swiss Finance Institute
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Springer finance / Textbook
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Swiss Finance Institute Research Paper
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Indifference pricing : theory and applications
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Springer finance
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Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
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Risky options simplified
Schweizer, Martin
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001372090
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2
Pricing and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
Saved in:
3
Pricing of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
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4
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
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5
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
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6
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
Saved in:
7
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
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