Found 11 Documents (Results 1–11)
Enlargement of filtrations with finance in view. (English) Zbl 1397.91003
SpringerBriefs in Quantitative Finance. Cham: Springer (ISBN 978-3-319-41254-2/pbk; 978-3-319-41255-9/ebook). x, 150 p. (2017).
Reviewer: Pavel Stoynov (Sofia)
Information, no-arbitrage and completeness for asset price models with a change point. (English) Zbl 1326.60057
Arbitrage, credit and informational risks. Selected papers of the workshop, Beijing, China, June 2013. (English) Zbl 1294.91012
Peking University Series in Mathematics 5. Hackensack, NJ: World Scientific (ISBN 978-981-4602-06-8/hbk; 978-981-4602-08-2/ebook). xii, 262 p. (2014).
Default times, no-arbitrage conditions and changes of probability measures. (English) Zbl 1261.91046
Pricing and filtering in a two-dimensional dividend switching model. (English) Zbl 1207.91062
Reviewer: Klaus Ehemann (Karlsruhe)
Pricing of contingent claims in a two-dimensional model with random dividends. (English) Zbl 1182.91174
Indifference pricing of defaultable claims. (English) Zbl 1192.91092
Carmona, René (ed.) et al., Indifference pricing: Theory and applications. Princeton, NJ: Princeton University Press (ISBN 978-0-691-13883-1/hbk). Princeton Series in Financial Engineering, 211-240 (2009).
Reviewer: Antonis Papapantoleon (Berlin)
Financial markets in continuous time. Translated from the French by Anna Kennedy. (English) Zbl 1014.91043
Springer Finance. Berlin: Springer. xi, 324 p. (2003).
Reviewer: Martin Schweizer (München)
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