HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2010.00471.x/fullpdf
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4. Defaultable Options in a Markovian Intensity Model of Credit Risk;Bielecki;Math. Finance,2008
5. Defaultable Game Options in a Hazard Process Model;Bielecki;J. Appl. Math. Stoch. Anal.,2009
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