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Default times, no-arbitrage conditions and changes of probability measures
Coculescu, Delia
;
Jeanblanc, Monique
;
Nikeghbali, Ashkan
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 513-535
Persistent link: https://www.econbiz.de/10009562293
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2
Hazard processes and Martingale Hazard processes
Coculescu, Delia
;
Nikeghbali, Ashkan
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 519-537
Persistent link: https://www.econbiz.de/10009613182
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3
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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4
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices
Coculescu, Delia
;
Jeanblanc, Monique
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 397-421
Persistent link: https://www.econbiz.de/10012023743
Saved in:
5
Dividends and leverage : how to optimally exploit a non-renewable investment
Coculescu, Delia
- In:
Journal of economic dynamics & control
35
(
2011
)
3
,
pp. 312-329
Persistent link: https://www.econbiz.de/10009240643
Saved in:
6
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
7
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
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8
On honest times in financial modeling
Nikeghbali, Ashkan
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857128
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9
A reading guide for last passage times with financial applications in view
Nikeghbali, Ashkan
;
Platen, Eckhard
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 615-640
Persistent link: https://www.econbiz.de/10009756015
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10
A remarkable [sigma]-finite measure associated with last passage times and penalisation problems
Najnudel, Joseph
;
Nikeghbali, Ashkan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 77-97)
.
2010
Persistent link: https://www.econbiz.de/10008749310
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