Pages that link to "Item:Q2258911"
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The following pages link to A contagion model with Markov regime-switching intensities (Q2258911):
Displaying 4 items.
- A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
- Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)
