Pages that link to "Item:Q5078105"

The following pages link to The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105):

Displaying 2 items.

• Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)