Pages that link to "Item:Q5190134"
From MaRDI portal
The following pages link to Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134):
Displayed 4 items.
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Default clustering in large portfolios: typical events (Q1948691) (← links)
- ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
