Pages that link to "Item:Q3652704"
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The following pages link to Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives (Q3652704):
Displayed 5 items.
- Pricing basket default swaps in a tractable shot noise model (Q553040) (← links)
- Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
- Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
- GRAPHICAL MODELS FOR CORRELATED DEFAULTS (Q4919613) (← links)
- Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134) (← links)