Pages that link to "Item:Q5487016"
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The following pages link to Hedging of Credit Derivatives in Models with Totally Unexpected Default (Q5487016):
Displayed 11 items.
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
- Correlated intensity, counter party risks, and dependent mortalities (Q661258) (← links)
- Infinite-server systems with Hawkes arrivals and Hawkes services (Q2167922) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
- PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (Q3503044) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
- RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)