15 citations to 10.1080/13504860701718281 (Crossref Cited-By Service)
  1. Gregor Dorfleitner, Paul Schneider, Tanja Veža, “Flexing the default barrier”, Quantitative Finance, 11, № 12, 2011, 1729  crossref
  2. Monique Jeanblanc, Yann Lecam, “Reduced Form Modelling for Credit Risk”, SSRN Journal, 2008  crossref
  3. Yinghui Dong, Guojing Wang, “The dependence of assets and default threshold with thinning-dependence structure”, Journal of Industrial & Management Optimization, 8, № 2, 2012, 391  crossref
  4. Sebastian Jaimungal, Sebastian Jaimungal, Alexander Kreinin, Alexander Kreinin, A Valov, A Valov, “The generalized Shiryaev problem and Skorokhod embedding”, Теория вероятностей и ее применения, 58, № 3, 2013, 614  crossref
  5. Ruxing Xu, Shenghong Li, “Belief updating, debt pricing and financial decisions under asymmetric information”, Research in International Business and Finance, 24, № 2, 2010, 123  crossref
  6. Yi Zhou, 2011 International Conference on Business Management and Electronic Information, 2011, 312  crossref
  7. Chao Xu, Yinghui Dong, Guojing Wang, “The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier”, Communications in Statistics - Theory and Methods, 48, № 9, 2019, 2185  crossref
  8. Arianna Agosto, Enrico Moretto, “Exploiting default probabilities in a structural model with nonconstant barrier”, Applied Financial Economics, 22, № 8, 2012, 667  crossref
  9. Rüdiger Frey, Thorsten Schmidt, Credit Risk Frontiers, 2011, 185  crossref
  10. S. Jaimungal, A. Kreinin, A. Valov, “The Generalized Shiryaev Problem and Skorokhod Embedding”, Theory Probab. Appl., 58, № 3, 2014, 493  crossref
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