PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (Q3503044): Difference between revisions

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+A GENERAL FRAMEWORK FOR PRICING CREDIT RISK
@@ Property / cites work: A GENERAL FRAMEWORK FOR PRICING CREDIT RISK / rank @@
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+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
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+PDE approach to valuation and hedging of credit derivatives
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+Hedging of Credit Derivatives in Models with Totally Unexpected Default
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+On Models of Default Risk
@@ Property / cites work: On Models of Default Risk / rank @@
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+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
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+Q4435813
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+Normal rank