Pages that link to "Item:Q611051"
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The following pages link to A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051):
Displaying 4 items.
- Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
