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Paris-Princeton Lectures on Mathematical Finance 2002
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Paris-Princeton Lectures on Mathematical Finance 2002 (2003)Paris-Princeton Lectures on Mathematical …Stochastic Differential Equations (2019)Stochastic Differential Equat…The strong predictable representation property in initially enlarged filtrations under the density hypothesis (2017)The strong predictable repres…Optimal investment and consumption when allowing terminal debt (2016)Optimal investment and consum…Arbitrage of the first kind and filtration enlargements in semimartingale financial models (2015)Arbitrage of the first kind a…Multiscale Intensity Models for Single Name Credit Derivatives (2006)Multiscale Intensity Models f…Some results on quadratic hedging with insider trading (2005)Some results on quadratic hed…Calcul Stochastique et Problèmes de Martingales (1979)Hedging of contingent claims under incomplete information (1990)5 Stochastic volatility (1996)Limit Theorems for Stochastic Processes (2003)Stochastic Integration and Differential Equations (2005)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)The existence of dominating local martingale measures (2015)No-arbitrage up to random horizon for quasi-left-continuous models (2017)On the Absolute Continuity of Measures Corresponding to Diffusion Type Processes (1972)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Advances in prospect theory: Cumulative representation of uncertainty (1992)A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (2010)Exact and Efficient Simulation of Correlated Defaults (2010)Monte Carlo Algorithms for Default Timing Problems (2011)
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  • 2015Arbitrage of the first kind and filtration enlargements in semimartingale financial models34 cited
  • 2006Multiscale Intensity Models for Single Name Credit Derivatives32 cited
  • 2016Optimal investment and consumption when allowing terminal debt24 cited
  • 2019Stochastic Differential Equations23 cited
  • 2005Some results on quadratic hedging with insider trading21 cited
  • 2017The strong predictable representation property in initially enlarged filtrations under the density hypothesis20 cited

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