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Defaultable Game Options in a Hazard Process Model
16 references·1 citing·38 second hop
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  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
  • 1998The fundamental theorem of asset pricing for unbounded stochastic processes710 cited
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  • 2003Valuation of Convertible Bonds With Credit Risk

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  • 2011Convertible Bonds in a Defaultable Diffusion Model26 cited