Pages that link to "Item:Q2445353"
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The following pages link to Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353):
Displaying 4 items.
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
