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~person:"Figueroa-López, José E."
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Figueroa-López, José E.
Capponi, Agostino
140
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
2
Pricing and semimartingale representations of vulnerable contingent claims in regime-switching markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Nisen, Jeffrey
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 250-288
Persistent link: https://www.econbiz.de/10010357375
Saved in:
3
Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino
;
Figueroa-López, José E.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
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