Pages that link to "Item:Q4673845"

The following pages link to A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845):

Displaying 26 items.

• Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
• Bilateral credit valuation adjustment for large credit derivatives portfolios (Q468421) (← links)
• Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
• Dynamic credit investment in partially observed markets (Q889624) (← links)
• General dynamic term structures under default risk (Q1615894) (← links)
• Dynamic investment and counterparty risk (Q1705168) (← links)
• Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
• Relations between stochastic and partial differential equations in Hilbert spaces (Q1929685) (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
• Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
• Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
• Affine processes beyond stochastic continuity (Q2299583) (← links)
• Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
• Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401) (← links)
• OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
• Robust Optimization of Credit Portfolios (Q2976139) (← links)
• Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (Q3424144) (← links)
• DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
• MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040) (← links)
• ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS (Q5411396) (← links)
• PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
• Generalized Cox model for default times (Q6105368) (← links)
• Representation for martingales living after a random time with applications (Q6134135) (← links)
• The martingale problem method revisited (Q6165214) (← links)
• Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)
• Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks (Q6489108) (← links)