Pages that link to "Item:Q517945"

The following pages link to Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945):

Displaying 3 items.

• On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
• A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
• Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)