Publication Search Results
Exact matches for:
- Author = Crepey S [web profile page]
1.
Bielecki TR, Crepey S, Jeanblanc M, Rutkowski M
T R Bielecki, S Crepey, M Jeanblanc and M Rutkowski:
Convertible bonds in a defaultable diffusion model,
Stochastic Analysis with Financial Applications (Hong Kong 2009),
Progress in Probability (Vol. 65),
Springer Basel,
Switzerland,
(2011),
255–298.
ISBN 978-3-0348-0097-6.
2.
Bielecki TR, Crepey S, Jeanblanc M, Rutkowski M
Tomasz R Bielecki, Stephane Crepey, Monique Jeanblanc and Marek Rutkowski:
Valuation of Basket Credit Derivatives in the Credit Migrations Environment,
Handbooks in Operations Research and Management Science: Simulation, 13,
Elsevier,
North Holland,
(2010),
471–507.
ISBN 978-0-444-51428-8.
3.
Bielecki TR, Crepey S, Jeanblanc M, Rutkowski M
Tomasz R Bielecki, S Crepey, M Jeanblanc and M Rutkowski:
Valuation of Basket Credit Derivatives in the Credit Migrations Environment,
Financial Engineering,
Handbooks in Operations Research and Management Science,
Elsevier Science,
-,
(2007),
471–507.
ISBN 978-0-444-51781-4.
| Number of matches: 3 |