Pages that link to "Item:Q3572020"
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The following pages link to Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss (Q3572020):
Displayed 6 items.
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMS (Q2799999) (← links)
- RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES (Q4906515) (← links)
- RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145) (← links)
- An extension of Davis and Lo's contagion model (Q5746773) (← links)