Pages that link to "Item:Q5487016"
From MaRDI portal
The following pages link to Hedging of Credit Derivatives in Models with Totally Unexpected Default (Q5487016):
Displayed 4 items.
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Correlated intensity, counter party risks, and dependent mortalities (Q661258) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (Q3503044) (← links)