Pages that link to "Item:Q1933756"
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The following pages link to A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives (Q1933756):
Displaying 3 items.
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
