Gueye, Djibril; Jeanblanc, Monique Generalized Cox model for default times. (English) Zbl 1523.60089 Front. Math. Finance 1, No. 4, 467-489 (2022). MSC: 60G55 91B05 PDFBibTeX XMLCite \textit{D. Gueye} and \textit{M. Jeanblanc}, Front. Math. Finance 1, No. 4, 467--489 (2022; Zbl 1523.60089) Full Text: DOI
Jeanblanc, Monique; Li, Libo Characteristics and constructions of default times. (English) Zbl 1448.91312 SIAM J. Financ. Math. 11, No. 3, 720-749 (2020). Reviewer: George Stoica (Saint John) MSC: 91G40 60G44 PDFBibTeX XMLCite \textit{M. Jeanblanc} and \textit{L. Li}, SIAM J. Financ. Math. 11, No. 3, 720--749 (2020; Zbl 1448.91312) Full Text: DOI HAL
El Karoui, Nicole; Jeanblanc, Monique; Jiao, Ying Dynamics of multivariate default system in random environment. (English) Zbl 1415.91300 Stochastic Processes Appl. 127, No. 12, 3943-3965 (2017). MSC: 91G40 60G20 60G44 60H05 PDFBibTeX XMLCite \textit{N. El Karoui} et al., Stochastic Processes Appl. 127, No. 12, 3943--3965 (2017; Zbl 1415.91300) Full Text: DOI arXiv
Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan Default times, no-arbitrage conditions and changes of probability measures. (English) Zbl 1261.91046 Finance Stoch. 16, No. 3, 513-535 (2012). MSC: 91G40 60G07 91B25 PDFBibTeX XMLCite \textit{D. Coculescu} et al., Finance Stoch. 16, No. 3, 513--535 (2012; Zbl 1261.91046) Full Text: DOI arXiv Link