Pages that link to "Item:Q3117721"
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The following pages link to Modeling the Dynamics of Credit Spreads with Stochastic Volatility (Q3117721):
Displayed 9 items.
- Enhancing credit default swap valuation with meshfree methods (Q635199) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- Convertible bond valuation with regime switching (Q2145547) (← links)
- Affine model of inflation-indexed derivatives and inflation risk premium (Q2256214) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Pricing default events: surprise, exogeneity and contagion (Q2511807) (← links)
- CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION (Q2786032) (← links)
- EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING (Q2831002) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)