Pages that link to "Item:Q2873547"
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The following pages link to Pricing CDOs with state-dependent stochastic recovery rates (Q2873547):
Displaying 4 items.
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
- Piecewise constant martingales and lazy clocks (Q2296122) (← links)
- On break-even correlation: the way to price structured credit derivatives by replication (Q4683100) (← links)
