Pages that link to "Item:Q5123452"
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The following pages link to Characteristics and Constructions of Default Times (Q5123452):
Displaying 7 items.
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Generalized Cox model for default times (Q6105368) (← links)
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time (Q6163386) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- A static replication approach for callable interest rate derivatives: mathematical foundations and efficient estimation of SIMM–MVA (Q6576883) (← links)
- Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335) (← links)