Pages that link to "Item:Q3116718"
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The following pages link to A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (Q3116718):
Displayed 4 items.
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- Closed-form solutions for pricing credit-risky bonds and bond options (Q632832) (← links)
- Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations (Q2254285) (← links)
- Valuing credit derivatives in a jump-diffusion model (Q2383797) (← links)