Pages that link to "Item:Q4555081"

The following pages link to Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081):

Displayed 2 items.

• Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) ‎ (← links)
• A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) ‎ (← links)