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20092021
most citedCapacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems

61 citations · 110 across the 9 of their papers we have counts for

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q-fin.RM2015

Dynamics of multivariate default system in random environment

Nicole El Karoui, Monique Jeanblanc, Ying Jiao

We consider a multivariate default system where random environmental information is available. We study the dynamics of the system in a general setting and adopt the point of view…