Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578): Difference between revisions

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+VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
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+A DYNAMIC APPROACH TO THE MODELING OF CORRELATION CREDIT DERIVATIVES USING MARKOV CHAINS
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+Time-Changed Birth Processes and Multiname Credit Derivatives
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+Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
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+A reduced-form model for correlated defaults with regime-switching shot noise intensities
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+Affine processes and applications in finance
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+Q4323296
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+Default Times in a Continuous-Time Markovian Regime Switching Model
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+Longevity bond pricing under stochastic interest rate and mortality with regime-switching
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