Pages that link to "Item:Q878214"
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The following pages link to Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214):
Displaying 12 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- The optimal capital structure of the firm with stable Lévy assets returns (Q940998) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- Evaluation and default time for companies with uncertain cash flows (Q2347118) (← links)
- A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
- Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
- ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
- CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK (Q3393976) (← links)
- ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
