Pages that link to "Item:Q4531013"
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The following pages link to Term Structures of Credit Spreads with Incomplete Accounting Information (Q4531013):
Displayed 50 items.
- Credit risk and solvency capital requirements (Q2323660) (← links)
- Evaluation and default time for companies with uncertain cash flows (Q2347118) (← links)
- The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
- Bond pricing under imprecise information (Q2359527) (← links)
- On the asymptotic behavior of the prices of Asian options (Q2372254) (← links)
- Dynamical analysis of corporate bonds based on the yield spread term-quality surface (Q2372255) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
- Reporting bias in incomplete information model (Q2453012) (← links)
- Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706) (← links)
- Information reduction via level crossings in a credit risk models (Q2463710) (← links)
- Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling (Q2463723) (← links)
- Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401) (← links)
- Default-risky bond prices with jumps, liquidity risk and incomplete information (Q2477606) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Pricing default events: surprise, exogeneity and contagion (Q2511807) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes (Q2631807) (← links)
- Pricing CoCos with a Market Trigger (Q2801794) (← links)
- Randomized structural models of credit spreads (Q2866361) (← links)
- On the conditional default probability in a regulated market: a structural approach (Q2866382) (← links)
- CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION (Q2941063) (← links)
- A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION (Q3005958) (← links)
- Term structure of credit spreads with learning and anticipation effects (Q3020620) (← links)
- INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES (Q3094325) (← links)
- Life‐Cycle Patterns of Interest‐Rate Mark‐Ups in Small‐Firm Finance* (Q3166556) (← links)
- THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY (Q3379408) (← links)
- CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK (Q3393976) (← links)
- PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (Q3393978) (← links)
- Optimal strategies in a risky debt context (Q3396068) (← links)
- Stochastic Volatility Effects on Defaultable Bonds (Q3424326) (← links)
- A multivariate jump-driven financial asset model (Q3437395) (← links)
- Pricing of Multi‐Defaultable Bonds with a Two‐Correlated‐Factor Hull–White Model (Q3445889) (← links)
- A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
- A GENERAL FRAMEWORK FOR HIGH YIELD BOND INVESTMENT (Q3503121) (← links)
- INFORMATION-BASED ASSET PRICING (Q3520396) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- From the decompositions of a stopping time to risk premium decompositions (Q4606382) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- Credit risk with asymmetric information on the default threshold (Q4648582) (← links)
- A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
- DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485) (← links)
- Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective (Q5139217) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854) (← links)
- Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (Q5265777) (← links)