Pages that link to "Item:Q1644065"
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The following pages link to Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065):
Displayed 5 items.
- Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945) (← links)
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- Basket credit derivative pricing in a Markov chain model with interacting intensities (Q2209220) (← links)
- Reliability for discrete state systems with cyclic missions periods (Q2281839) (← links)
- Valuation of <i>k</i>th-to-default credit-linked notes with counterparty risk in a reduced-form model (Q6106209) (← links)