Entity usage
From MaRDI portal
This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.
Showing below up to 19 results in range #1 to #19.
- The Dynamic Correlation Model and Its Application to the Heston Model: Label: en
- The Impact of Cointegration on Commodity Spread Options: Label: en
- The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos: Label: en
- Negative Basis Measurement: Finding the Holy Scale: Label: en
- Pricing Shared-Loss Hedge Fund Fee Structures: Label: en
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model: Label: en
- Inside the EMs Risky Spreads and CDS-Sovereign Bonds Basis: Label: en
- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model: Label: en
- A Generalized Intensity-Based Framework for Single-Name Credit Risk: Label: en
- Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments: Label: en
- Multi-curve Construction: Label: en
- Derivative Pricing for a Multi-curve Extension of the Gaussian, Exponentially Quadratic Short Rate Model: Label: en
- Multi-curve Modelling Using Trees: Label: en
- Simultaneous Hedging of Regulatory and Accounting CVA: Label: en
- CVA with Wrong-Way Risk in the Presence of Early Exercise: Label: en
- Tight Semi-model-free Bounds on (Bilateral) CVA: Label: en
- Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives: Label: en
- Analysis of Nonlinear Valuation Equations Under Credit and Funding Effects: Label: en
- Nonlinearity Valuation Adjustment: Label: en
