AMS Classification 60G46
"Martingales and classical analysis"These are all the papers that have the " 60G46 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Immersion Property and Credit Risk Modelling
by Monique Jeanblanc of Université d'Évry Val d'Essonne & Institut Europlace de Finance, and
Yann Le Cam of the French Treasury
(348K PDF) -- 31 pages -- November 18, 2008 Modeling Credit Risk with Partial Information
by Umut Çetin of Cornell University,
Robert Jarrow of Cornell University,
Philip Protter of Cornell University, and
Yıldıray Yıldırım of Syracuse University
(103K PDF) -- 12 pages -- August 2004 Hazard Rate for Credit Risk and Hedging Defaultable Contingent Claims
by Christophette Blanchet-Scalliet of the Université d'Évry Val dEssonne, and
Monique Jeanblanc of the Université d'Évry Val dEssonne
(176K PDF) -- 14 pages -- November 4, 2002
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