Anne Eyraud-Loisel (SAF)

Identifiers

• name variant Anne Eyraud-Loisel (SAF) 0.60 · backfill

Papers (2)

1. Credit risk premia and quadratic BSDEs with a single jump q-fin.PR · 2009 · author #3
2. Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon q-fin.CP · 2008 · author #2

Mentions

• 0907.1221 #3 · backfill · confidence 0.70 Anne Eyraud-Loisel (SAF)
• 0811.4039 #2 · backfill · confidence 0.70 Anne Eyraud-Loisel (SAF)

Frequent Coauthors

• Christophette Blanchet-Scalliet (ICJ) 2 shared papers
• Manuela Royer-Carenzi (LATP) 1 shared papers
• Stefan Ankirchner (Institut fur Angewandte Mathematik) 1 shared papers