Pages that link to "Item:Q3523607"
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The following pages link to CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607):
Displayed 4 items.
- Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
- PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES (Q3168859) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)