Pages that link to "Item:Q3653224"
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The following pages link to Multiname and Multiscale Default Modeling (Q3653224):
Displaying 4 items.
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Pricing vulnerable options under a stochastic volatility model (Q2349261) (← links)
- GRAPHICAL MODELS FOR CORRELATED DEFAULTS (Q4919613) (← links)
- Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134) (← links)