Pages that link to "Item:Q1991927"
From MaRDI portal
The following pages link to Corporate credit risk prediction under stochastic volatility and jumps (Q1991927):
Displaying 4 items.
- The challenge in managing new financial risks: adopting an heuristic or theoretical approach (Q513101) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model (Q5093691) (← links)
