Pages that link to "Item:Q5022522"
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The following pages link to The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522):
Displaying 11 items.
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- A self-tuning model for inflation rate dynamics (Q720159) (← links)
- Putting a price tag on temperature (Q1616809) (← links)
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion (Q5001154) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
