Pages that link to "Item:Q614311"

The following pages link to Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311):

Displaying 2 items.

• Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
• On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)