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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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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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Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Finance and stochastics 15 (2011) 3, pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
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Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Dana, Rose-Anne; Le Van, Cuong - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 327-339
Persistent link: https://www.econbiz.de/10008665093
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Market behavior when preferences are generated by second-order stochastic dominance
Dana, Rose-Anne - In: Journal of mathematical economics 40 (2004) 6, pp. 619-639
Persistent link: https://www.econbiz.de/10002130883