Pages that link to "Item:Q3608736"
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The following pages link to MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736):
Displayed 9 items.
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- Recovery process model (Q842837) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Distressed debt prices and recovery rate estimation (Q1029236) (← links)
- Implied recovery (Q1032681) (← links)
- On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
- Information uncertainty related to marked random times and optimal investment (Q2296112) (← links)
- Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)