Pages that link to "Item:Q3120250"
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The following pages link to Exploring Mispricing in the Term Structure of CDS Spreads* (Q3120250):
Displayed 4 items.
- First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise (Q2191844) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)