Pages that link to "Item:Q1621638"
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The following pages link to Tempered stable structural model in pricing credit spread and credit default swap (Q1621638):
Displaying 4 items.
- Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- Tempered stable processes with time-varying exponential tails (Q5072913) (← links)
