Colino, Jesús P.Universidad Carlos III de Madrid. Departamento de Estadística2008-11-062008-11-062008-11https://hdl.handle.net/10016/3117In the present paper, we study both the approximation of a continuous-time model by a sequence of discrete-time price models driven by semimargingales with credit risk, and the convergence of these price processes (in terms of the triplets) under a framework that allows the practitioner a multiple set of models (semimartingale) and credit conditions (migration and default).application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaWeak convergenceSemimartingalesincomplete marketsCorporate bondsworking paperEstadísticaopen accessws085518