On correlated defaults and incomplete information (Q2031381): Difference between revisions

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+W3124693793
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+.1393
@@ Property / arXiv ID: 1409.1393 / rank @@
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+Q3680007
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+The Pricing of Options and Corporate Liabilities
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+On Models of Default Risk
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+Three dimensional distribution of Brownian motion extrema
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+On pricing basket credit default swaps
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+Credit Risk Models with Incomplete Information
@@ Property / cites work: Credit Risk Models with Incomplete Information / rank @@
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+Q3808989
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+Hitting Lines with Two-Dimensional Brownian Motion
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+On the first passage problem for correlated Brownian motion
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+The correlation of the maxima of correlated Brownian motions
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+CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS
@@ Property / cites work: CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS / rank @@
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+Basket CDS pricing with interacting intensities
@@ Property / cites work: Basket CDS pricing with interacting intensities / rank @@
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