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"Valuation of default-sensitive claims under imperfect information."

Delia Coculescu, Hélyette Geman, Monique Jeanblanc (2008)

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DOI: 10.1007/S00780-007-0060-6

access: closed

type: Journal Article

metadata version: 2024-05-07

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  - journals/fs/CoculescuGJ08
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  - https://dblp.org/rec/journals/fs/CoculescuGJ08
Delia Coculescu, Hélyette Geman, Monique Jeanblanc:
Valuation of default-sensitive claims under imperfect information. Finance Stochastics 12(2): 195-218 (2008)

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