Pages that link to "Item:Q1423367"
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The following pages link to Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. (Q1423367):
Displaying 7 items.
- Using equity options to imply credit information (Q635970) (← links)
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- The optimal analysis of default probability for a credit risk model (Q1725187) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models (Q5022544) (← links)
- A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141) (← links)
