The Defaultable Lévy Term Structure: Ratings and Restructuring

By Ernst Eberlein, Fehmi Özkan. 2003

72 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/4f147de63885c59bfc1a32c6b9e40afb2c9c2558

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Monique Jeanblanc
2. Tomasz R. Bielecki
3. Marek Rutkowski
4. St'ephane Cr'epey
5. Mariusz Niewęgłowski
6. Jacek Jakubowski
7. Damiano Brigo
8. Huyen Pham

Citations in the corpus

• LOCAL WELL‐POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE (2007, unknown): “…considerably grown in the last few years: let us just cite, among others, Albeverio, Lytvynov, and Mahnig (2004); Eberlein, Jacod, and Raible (2005); Eberlein and Özkan (2003); Eberlein and Raible (1999); and the seminal paper Björk et al. (1997) (where general random measures are added to a…”
• Conditional Markov chains: Properties, construction and structured dependence (2017, background): “…in insurance (cf. Bielecki and Rutkowski Bielecki and Rutkowski (2000, 2003, 2004), Jakubowski and Niew¦gªowski Jakubowski and Niew¦gªowski (2010b, 2011), Eberlein and Özkan Eberlein and Özkan (2003), Eberlein and Grbac Eberlein and Grbac (2013), Biagini, Groll and Widenmann Biagini et al. (2013)).”
• Modeling and Valuation of Credit Risk (2004, background): “, [33] or [41] for the derivation of these results from the general filtering results cited above.”