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Expected Credit Loss vs. Credi...
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19
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18
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13
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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:
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
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10005023775
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:
5
Super-replication problem in a jumping financial market
Brunel, Vivien
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 29-45
Persistent link: https://www.econbiz.de/10001782540
Saved in:
6
Super-replication problem in a jumping financial market
Brunel, Vivien
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 29-45
Persistent link: https://www.econbiz.de/10009918872
Saved in:
7
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
8
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
Saved in:
9
About the pricing equations in finance
Crépey, Stéphane
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 63-203
Persistent link: https://www.econbiz.de/10009356716
Saved in:
10
Financial modeling : a backward stochastic differential equations perspective
Crépey, Stéphane
-
2013
Persistent link: https://www.econbiz.de/10009770436
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