Defaultable game options in a hazard process model

Journal of Applied Mathematics and Stochastic Analysis

Volumn 2009, Issue , 2009, Pages

  Bielecki, Tomasz R ^a   Crépey, Stéphane ^b   Jeanblanc, Monique ^b,c   Rutkowski, Marek ^d,e  

^a Illinois Institute of Technology   (United States)

^b UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^c Europlace Institute of Finance   (France)

^d UNIVERSITY OF NEW SOUTH WALES   (Australia)

^e WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84923224972     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/2009/695798     Document Type: Article

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