1

Valuation of default-sensitive claims under imperfect information

Year:
2008
Language:
english
File:
PDF, 915 KB
english, 2008
2

HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES

Year:
2012
Language:
english
File:
PDF, 169 KB
english, 2012
4

SHAREHOLDER RISK MEASURES

Year:
2016
Language:
english
File:
PDF, 312 KB
english, 2016
5

Dividends and leverage: How to optimally exploit a non-renewable investment

Year:
2011
Language:
english
File:
PDF, 1.12 MB
english, 2011
7

Endogenous trading in credit default swaps

Year:
2016
Language:
english
File:
PDF, 847 KB
english, 2016
8

Surplus Sharing with Coherent Utility Functions

Year:
2019
File:
PDF, 357 KB
2019