Pages that link to "Item:Q541467"

The following pages link to The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467):

Displaying 3 items.

• Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
• The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
• The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)