Hazard rate for credit risk and hedging defaultable contingent claims

von Blanchet-Scalliet, Christophette
Veröffentlicht in Finance and stochastics (2004)

Optimal portfolio liquidation with additional information

von Ankirchner, Stefan
Veröffentlicht in Mathematics and financial economics (2016)

Credit risk premia and quadratic BSDEs with a single jump

von Ankirchner, Stefan
Veröffentlicht in International journal of theoretical and applied finance (2010)

Dynamic asset pricing theory with uncertain time-horizon

von Blanchet-Scalliet, Christophette
Veröffentlicht in Journal of economic dynamics & control (2005)

Max-min optimization problem for variable annuities pricing

von Blanchet-Scalliet, Christophette
Veröffentlicht in International journal of theoretical and applied finance (2015)

Optimal investment decisions when time-horizon is uncertain

Veröffentlicht in Journal of mathematical economics (2008)

Technical analysis compared to mathematical models based methods under parameters mis-specification

Veröffentlicht in Journal of banking & finance (2007)