Pages that link to "Item:Q3605227"

The following pages link to Modelling bonds and credit default swaps using a structural model with contagion (Q3605227):

Displaying 3 items.

• An entropy model of credit risk contagion in the CRT market (Q1723317) (← links)
• Pricing credit default swaps with bilateral value adjustments (Q2879019) (← links)
• Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424) (← links)