Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference9 articles.
1. Time reversal and last passage time of diffusions with applications to credit risk management 24;Egami,2020
2. On models of default risk;Elliott;Math. Finance,2000
3. On arbitrages arising with honest times;Fontana;Finance Stoch.,2014
4. Perpetual American standard and lookback options with event risk and asymmetric information;Gapeev;SIAM J. Financial Math.,2022
5. Perpetual American cancellable standard options in models with last passage times;Gapeev;Algorithms,2020