Pages that link to "Item:Q3005840"

The following pages link to DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840):

Displaying 17 items.

• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
• BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
• Weak convergence of equity derivatives pricing with default risk (Q893958) (← links)
• Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
• Defaultable game options in a hazard process model (Q1039923) (← links)
• Dynkin's games and Israeli options (Q1952697) (← links)
• BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
• Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
• Reflected Backward SDEs with General Jumps (Q2811894) (← links)
• OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
• Impact of multiple curve dynamics in credit valuation adjustments under collateralization (Q4554408) (← links)
• HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
• Mathematical analysis of a credit default swap with counterparty risks (Q5056722) (← links)
• Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996) (← links)
• DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
• PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)