Pages that link to "Item:Q2446699"
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The following pages link to Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699):
Displaying 4 items.
- Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities (Q1690473) (← links)
- A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
- Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
