Pages that link to "Item:Q1620315"
From MaRDI portal
The following pages link to Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315):
Displaying 7 items.
- Introducing fuzziness in CDS pricing under a structural model (Q1721233) (← links)
- Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- A Monte-Carlo based approach for pricing credit default swaps with regime switching (Q2293596) (← links)
- Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics (Q5082824) (← links)
- AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
- Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)
