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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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Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique; Valchev, Stoyan - In: Decisions in economics and finance : DEF ; a journal of … 30 (2007) 2, pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
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Portfolio optimization in a defaultable market under incomplete information
Callegaro, Giorgia; Jeanblanc, Monique; Runggaldier, … - In: Decisions in economics and finance : DEF ; a journal of … 35 (2012) 2, pp. 91-111
Persistent link: https://www.econbiz.de/10009656936
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Defaultable claims in switching models with partial information
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012030897