Pages that link to "Item:Q2383797"
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The following pages link to Valuing credit derivatives in a jump-diffusion model (Q2383797):
Displayed 4 items.
- Valuing credit default swap under a double exponential jump diffusion model (Q462273) (← links)
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
- A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)