Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (Q5742992): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A jump to default extended CEV model: an application of Bessel processes
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Analytical Expansions for Parabolic Equations
@@ Property / cites work: Analytical Expansions for Parabolic Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Expansions asymptotiques pour équations paraboliques dégénérées
+Normal rank
@@ Property / cites work @@
+PDE and martingale methods in option pricing.
@@ Property / cites work: PDE and martingale methods in option pricing. / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128671898
@@ Property / Wikidata QID: Q128671898 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5742992