REPLICATION OF DEFAULTABLE CLAIMS WITHIN THE REDUCED-FORM FRAMEWORK Paris-Princeton Lectures on Mathematical Finance 2004

@inproceedings{Bielecki2004REPLICATIONOD,
  title={REPLICATION OF DEFAULTABLE CLAIMS WITHIN THE REDUCED-FORM FRAMEWORK Paris-Princeton Lectures on Mathematical Finance 2004},
  author={Tomasz R. Bielecki and Monique Jeanblanc and Marek Rutkowski},
  year={2004}
}

From This Paper

Topics from this paper.

References

Publications referenced by this paper.
SHOWING 1-10 OF 20 REFERENCES

A unified model for credit derivatives

  • A. Bélanger, S. Shreve, D. Wong
  • 2001
Highly Influential
6 Excerpts

Credit Derivatives Pricing Models. J.Wiley, Chichester

  • P. J. Schönbucher
  • 2003
1 Excerpt

Dynamic Asset Pricing Theory. 3rd ed

  • D. Duffie
  • 2003
1 Excerpt

Similar Papers

Loading similar papers…