Pages that link to "Item:Q2397578"
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The following pages link to Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578):
Displaying 3 items.
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
- Basket credit derivative pricing in a Markov chain model with interacting intensities (Q2209220) (← links)
- Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (Q5079456) (← links)
