A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL (Q4909138): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
+Normal rank
@@ Property / cites work @@
+A jump to default extended CEV model: an application of Bessel processes
+Normal rank
@@ Property / cites work @@
+Default risk, bankruptcy procedures and the market value of life insurance liabilities
+Normal rank
@@ Property / cites work @@
+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024912500537
+Normal rank
@@ Property / OpenAlex ID @@
+W1974166963
@@ Property / OpenAlex ID: W1974166963 / rank @@
+Normal rank