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Crépey, Stéphane
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical Finance
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10005023775
Saved in:
2
Valuation of basket credit derivatives in the credit migrations environment
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Financial engineering
,
(pp. 471-507)
.
2008
Persistent link: https://www.econbiz.de/10003567710
Saved in:
3
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
Saved in:
4
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
Saved in:
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