Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152): Difference between revisions

@@ Property / cites work @@
+Bankruptcy prediction by generalized additive models
+Normal rank
@@ Property / cites work @@
+Pricing the risks of default
@@ Property / cites work: Pricing the risks of default / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical Evaluation of Hybrid Defaultable Bond Pricing Models
+Normal rank
@@ Property / cites work @@
+Q4657105
@@ Property / cites work: Q4657105 / rank @@
+Normal rank
@@ Property / cites work @@
+Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
+Normal rank
@@ Property / cites work @@
+Interest rate dynamics, derivatives pricing, and risk management
+Normal rank
@@ Property / cites work @@
+Risk-neutral valuation: Pricing and hedging of financial derivatives
+Normal rank
@@ Property / cites work @@
+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
+Normal rank
@@ Property / cites work @@
+A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank