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FS
2010
14 years 8 months ago
2010
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
66
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ICC
2009
IEEE
15 years 4 months ago
2009
IEEE
—We study two-player security games which can be viewed as sequences of nonzero-sum matrix games where at each stage of the iterations the players make imperfect observations of ...
115
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Presentation
A talk on Nobel Talk by Nobel laureate John C Harsayni, in Topics in Game Theory Course, IISc, November 2008
