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• Author = Crépey C

1. Bielecki TR, Crépey C, Jeanblanc M, Rutkowski M
T R Bielecki, C Crépey, M Jeanblanc and M Rutkowski: Valuation and hedging of defaultable options in a hazard process model, Journal of applied mathematics and stochastic analysis, 2009 (2009), Article ID 695798.

2. Bielecki TR, Crépey C, Jeanblanc M, Rutkowski M
T R Bielecki, C Crépey, M Jeanblanc and M Rutkowski: Arbitrage pricing of defaultable game options with applications to convertible bonds, Quantitative Finance, 8 (2008), 795–810.

3. Bielecki TR, Crépey C, Jeanblanc M, Rutkowski M
T R Bielecki, C Crépey, M Jeanblanc and M Rutkowski: Defaultable options in a Markovian intensity model of credit risk, Mathematical Finance, 18 (2008), 493–518.