Credit derivatives in an affine framework (Q2471738): Difference between revisions

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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
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+Credit risk: Modelling, valuation and hedging
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+Q5574850
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+A simple model for credit migration and spread curves
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+Equivalent and absolutely continuous measure changes for jump-diffusion processes
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+Q4682145
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+Affine processes and applications in finance
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+On Cox processes and credit risky securities
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+Q5706744
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+PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
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