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20172026
most citedBridges with random length: Gaussian-Markovian case

2 citations · 3 across the 9 of their papers we have counts for

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math.PR2022

Information-Based Approach: Pricing of a Credit Risky Asset in the Presence of Default Time

Mohammed Louriki

We extend the information-based asset-pricing framework by Brody, Hughston \& Macrina to incorporate a stochastic bankruptcy time for the writer of the asset. Our model introduces…