J. Amendinger, Martingale representation theorems for initially enlarged filtrations, Stochastic Processes and their Applications, pp.101-116, 2000.
DOI : 10.1016/S0304-4149(00)00015-6

URL : http://doi.org/10.1016/s0304-4149(00)00015-6

T. R. Bielecki and M. Rutkowski, Credit Risk: Modeling, Valuation and Hedging, 2002.
DOI : 10.1007/978-3-662-04821-4

T. R. Bielecki, M. Jeanblanc, and M. Rutkowski, Pricing and trading credit default swaps in a hazard process model, The Annals of Applied Probability, vol.18, issue.6, pp.2495-2529, 2008.
DOI : 10.1214/00-AAP520

C. ¸-etin, U. Jarrow, R. Protter, P. Y?ld?r?m, and Y. , Modeling credit risk with partial information, Annals of Applied Probability, vol.14, issue.3, pp.1167-1178, 2004.

D. Coculescu, H. Geman, and M. Jeanblanc, Valuation of default-sensitive claims under imperfect information, Finance and Stochastics, vol.14, issue.1, 2006.
DOI : 10.1007/s00780-007-0060-6

URL : https://hal.archives-ouvertes.fr/halshs-00163334

P. Collin-dufresne, R. Goldstein, and J. Helwege, Is credit event risk priced? Modelling contagion via the updating of beliefs, Working Paper, 2003.

J. M. Corcuera, P. Imkeller, A. Kohatsu-higa, and D. Nualart, Additional utility of insiders with imperfect dynamical information, Finance and Stochastics, vol.8, issue.3, pp.437-450, 2004.
DOI : 10.1007/s00780-003-0119-y

D. Duffie and D. Lando, Term Structures of Credit Spreads with Incomplete Accounting Information, Econometrica, vol.69, issue.3, pp.633-664, 2001.
DOI : 10.1111/1468-0262.00208

E. Karoui and N. , Modélisation de l'information, Lecture Notes, 1999.

R. Elliott, M. Jeanblanc, and M. Yor, On Models of Default Risk, Mathematical Finance, vol.10, issue.2, pp.179-195, 2000.
DOI : 10.1111/1467-9965.00088

K. Giesecke and L. R. Goldberg, The Market Price of Credit Risk, SSRN Electronic Journal, 2008.
DOI : 10.2139/ssrn.450120

A. Grorud and M. Pontier, Insider Trading in a Continuous Time Market Model, International Journal of Theoretical and Applied Finance, vol.01, issue.03, pp.331-347, 1998.
DOI : 10.1142/S0219024998000199

X. Guo, R. Jarrow, and Y. Zeng, Credit Risk with Incomplete Information, 2008.

X. Guo and Y. Zeng, Intensity process and compensator: A new filtration expansion approach and the Jeulin???Yor theorem, The Annals of Applied Probability, vol.18, issue.1, pp.120-142, 2008.
DOI : 10.1214/07-AAP447

C. Hillairet, Comparison of insiders??? optimal strategies depending on the type of side-information, Stochastic Processes and Their Applications, pp.1603-1627, 2005.
DOI : 10.1016/j.spa.2005.05.005

J. Jacod, Calcul stochastique etprobì emes de martingales, Lecture Notes, vol.714, 1979.
DOI : 10.1007/bfb0064907

J. Jacod, Grossissement Initial, Hypothèse (H') et Théorème de Girsanov, Lecture Notes, pp.15-35, 1118.
DOI : 10.1007/bfb0075768

M. Jeanblanc and S. Valchev, PARTIAL INFORMATION AND HAZARD PROCESS, International Journal of Theoretical and Applied Finance, vol.08, issue.06, pp.807-838, 2005.
DOI : 10.1142/S0219024905003232

J. Jeulin and M. Yor, Grossissement d???une filtration et semi-martingales : Formules explicites, pp.78-97, 1978.
DOI : 10.1007/BFb0064597

D. Lando, On cox processes and credit risky securities, Review of Derivatives Research, vol.2, issue.2, pp.99-120, 1998.
DOI : 10.1007/BF01531332

H. Leland, Corporate Debt Value, Bond Covenants, and Optimal Capital Structure, The Journal of Finance, vol.32, issue.4, pp.1213-1252, 1994.
DOI : 10.1111/j.1540-6261.1994.tb02452.x

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.588.8610

R. Merton, On the pricing of corporate debt: the risk structure of interest rates, Journal of Finance, vol.29, pp.449-470, 1974.