Pages that link to "Item:Q614311"
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The following pages link to Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311):
Displaying 3 items.
- Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
