Pages that link to "Item:Q2378639"
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The following pages link to Pricing and trading credit default swaps in a hazard process model (Q2378639):
Displaying 28 items.
- Estimating the survival functions in a censored semi-competing risks model (Q369392) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
- Dynamic investment and counterparty risk (Q1705168) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Linear credit risk models (Q2282965) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
- Modeling the Forward CDS Spreads with Jumps (Q2893285) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES (Q3094325) (← links)
- ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS (Q3100990) (← links)
- (Q3160495) (← links)
- COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES (Q3225032) (← links)
- VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS (Q3655556) (← links)
- Dynamic Hedging of Counterparty Exposure (Q4561926) (← links)
- RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145) (← links)
- FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075) (← links)
- A Risk-Sharing Framework of Bilateral Contracts (Q5112729) (← links)
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING (Q5175221) (← links)
- Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
- MULTI-CURRENCY CREDIT DEFAULT SWAPS (Q5384682) (← links)
- VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL (Q5389101) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
- Binary funding impacts in derivative valuation (Q6054135) (← links)
