Author/Creator: Daveloose, Catherine - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Daveloose, Catherine

1. A martingale representation theorem and valuation of defaultable securities. (8th April 2020)

Authors:: Choulli, Tahir; Daveloose, Catherine; Vanmaele, Michèle
Journal:: Mathematical finance
Issue:: Volume 30:Number 4(2020)
Page Start:: 1527
Record Type:: Journal Article
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2. Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting. Issue 2 (4th March 2019)

Authors:: Daveloose, Catherine; Khedher, Asma; Vanmaele, Michèle
Journal:: Stochastic analysis and applications
Issue:: Volume 37:Issue 2(2019)
Page Start:: 281
Record Type:: Journal Article
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