On pricing basket credit default swaps (Q5400652): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Probabilistic model for description of evolution of financial indices
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+The<i>k</i>th default time distribution and basket default swap pricing
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+Option pricing and Esscher transform under regime switching
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+A Top-Down Approach to Multiname Credit
@@ Property / cites work: A Top-Down Approach to Multiname Credit / rank @@
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+The multivariate hazard construction
@@ Property / cites work: The multivariate hazard construction / rank @@
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+CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS
@@ Property / cites work: CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS / rank @@
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+Basket CDS pricing with interacting intensities
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