Pages that link to "Item:Q2378639"

The following pages link to Pricing and trading credit default swaps in a hazard process model (Q2378639):

Displaying 18 items.

• Estimating the survival functions in a censored semi-competing risks model (Q369392) (← links)
• Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
• Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
• Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
• An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
• Dynamic investment and counterparty risk (Q1705168) (← links)
• Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
• Linear credit risk models (Q2282965) (← links)
• On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
• Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
• OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
• Modeling the Forward CDS Spreads with Jumps (Q2893285) (← links)
• Sato Processes in Default Modelling (Q3063871) (← links)
• INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES (Q3094325) (← links)
• ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS (Q3100990) (← links)
• COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES (Q3225032) (← links)
• BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING (Q5175221) (← links)
• Binary funding impacts in derivative valuation (Q6054135) (← links)