68 citations · 225 across the 22 of their papers we have counts for
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math.PR2013
Arbitrages in a Progressive Enlargement Setting
Anna Aksamit, Tahir Choulli, Jun Deng +1
This paper completes the analysis of Choulli et al. Non-Arbitrage up to Random Horizons and after Honest Times for Semimartingale Models and contains two principal contributions. T…
math.PR2013
A Note on BSDEs with singular coefficients
Monique Jeanblanc, Anthony Reveillac
In this Note we study a class of BSDEs which admits a particular singularity in their driver. More precisely, we assume that the driver is not integrable and degenerates when appro…