The following pages link to Fuzzy defaultable bonds (Q1043261):
Displayed 8 items.
- Credit spreads, endogenous bankruptcy and liquidity risk (Q395696) (← links)
- A reduced-form intensity-based model under fuzzy environments (Q907676) (← links)
- Introducing fuzziness in CDS pricing under a structural model (Q1721233) (← links)
- A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
- Modeling uncertainty in limit order execution (Q2199482) (← links)
- Bond pricing under imprecise information (Q2359527) (← links)
- The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
- Multi-criteria classification for pricing European options (Q2691648) (← links)