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A Simple Credit Risk Model wit...
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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun
;
Lütkebohmert-Holtz, Eva
;
Wei, Wei
- In:
Mathematics and financial economics
9
(
2015
)
4
,
pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Optimal investment in a defaultable bond
Lakner, Peter
;
Liang, Weijian
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 283-310
Persistent link: https://www.econbiz.de/10003722534
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Sensitivity analysis for marked Hawkes processes : application to CLO pricing
Bernis, Guillaume
;
Salhi, Kaouther
;
Scotti, Simone
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10011963880
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Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre
;
Hugonnier, Julien
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
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5
An integrated model for fire sales and default contagion
Detering, Nils
;
Meyer-Brandis, Thilo
;
Panagiotou, …
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 59-101
Persistent link: https://www.econbiz.de/10012433632
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Systemic credit freezes in financial lending networks
Acemoglu, Daron
;
Ozdaglar, Asuman E.
;
Siderius, James
; …
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 185-232
Persistent link: https://www.econbiz.de/10012433638
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Investment and consumption without commitment
Ekeland, Ivar
;
Pirvu, Traian A.
- In:
Mathematics and financial economics
2
(
2008
)
1
,
pp. 57-86
Persistent link: https://www.econbiz.de/10003880879
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Optimal investment with inside information and parameter uncertainty
Danilova, Albina
;
Monoyios, Michael
;
Ng, Andrew
- In:
Mathematics and financial economics
3
(
2010
)
1
,
pp. 13-38
Persistent link: https://www.econbiz.de/10003978398
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On securitization, market completion and equilibrium risk transfer
Horst, Ulrich
;
Pirvu, Traian A.
;
Dos Reis, Gonc̜alo
- In:
Mathematics and financial economics
2
(
2010
)
4
,
pp. 211-252
Persistent link: https://www.econbiz.de/10003949928
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Static portfolio choice under Cumulative Prospect Theory
Bernard, Carole
;
Ghossoub, Mario
- In:
Mathematics and financial economics
2
(
2010
)
4
,
pp. 277-306
Persistent link: https://www.econbiz.de/10003949938
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