Pages that link to "Item:Q5198569"

The following pages link to Pricing and Hedging of Rating-Sensitive Claims Modeled by $\mathbb{F}$-doubly Stochastic Markov Chains (Q5198569):

Displayed 2 items.

• Conditional Markov chains: properties, construction and structured dependence (Q516008) ‎ (← links)
• Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) ‎ (← links)