Pages that link to "Item:Q2195929"

The following pages link to A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes'' (Q2195929):

Displaying 2 items.

• Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
• A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)