Pages that link to "Item:Q269364"
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The following pages link to Structural credit risk modelling with Hawkes jump diffusion processes (Q269364):
Displaying 9 items.
- Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
- Pricing power exchange options with Hawkes jump diffusion processes (Q2031319) (← links)
- Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (Q2164552) (← links)
- A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes'' (Q2195929) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- Exchange options under clustered jump dynamics (Q5139207) (← links)
- A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
