Pages that link to "Item:Q642743"

The following pages link to Credit risky securities valuation under a contagion model with interacting intensities (Q642743):

Displaying 2 items.

• 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)