Pages that link to "Item:Q2241073"
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The following pages link to CVA and vulnerable options pricing by correlation expansions (Q2241073):
Displaying 5 items.
- Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
- Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- Wrong way risk corrections to CVA in CIR reduced-form models (Q6060556) (← links)
- Extending the Merton model with applications to credit value adjustment (Q6165387) (← links)
