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
Credit Risk: Modeling, Valuation and Hedging, 2002. ,
DOI : 10.1007/978-3-662-04821-4
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
Modeling credit risk with partial information, Annals of Applied Probability, vol.14, issue.3, pp.1167-1178, 2004. ,
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
Is credit event risk priced? Modelling contagion via the updating of beliefs, Working Paper, 2003. ,
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
Term Structures of Credit Spreads with Incomplete Accounting Information, Econometrica, vol.69, issue.3, pp.633-664, 2001. ,
DOI : 10.1111/1468-0262.00208
Modélisation de l'information, Lecture Notes, 1999. ,
On Models of Default Risk, Mathematical Finance, vol.10, issue.2, pp.179-195, 2000. ,
DOI : 10.1111/1467-9965.00088
The Market Price of Credit Risk, SSRN Electronic Journal, 2008. ,
DOI : 10.2139/ssrn.450120
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
Credit Risk with Incomplete Information, 2008. ,
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
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
Calcul stochastique etprobì emes de martingales, Lecture Notes, vol.714, 1979. ,
DOI : 10.1007/bfb0064907
Grossissement Initial, Hypothèse (H') et Théorème de Girsanov, Lecture Notes, pp.15-35, 1118. ,
DOI : 10.1007/bfb0075768
PARTIAL INFORMATION AND HAZARD PROCESS, International Journal of Theoretical and Applied Finance, vol.08, issue.06, pp.807-838, 2005. ,
DOI : 10.1142/S0219024905003232
Grossissement d???une filtration et semi-martingales : Formules explicites, pp.78-97, 1978. ,
DOI : 10.1007/BFb0064597
On cox processes and credit risky securities, Review of Derivatives Research, vol.2, issue.2, pp.99-120, 1998. ,
DOI : 10.1007/BF01531332
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
On the pricing of corporate debt: the risk structure of interest rates, Journal of Finance, vol.29, pp.449-470, 1974. ,