Pages that link to "Item:Q2445987"
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The following pages link to Finite-time survival probability and credit default swaps pricing under geometric Lévy markets (Q2445987):
Displayed 5 items.
- Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)