Pages that link to "Item:Q2445481"
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The following pages link to On the default probability in a regime-switching regulated market (Q2445481):
Displaying 9 items.
- A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Reliability for discrete state systems with cyclic missions periods (Q2281839) (← links)
- Optimal pricing barriers in a regulated market using reflected diffusion processes (Q5001159) (← links)
- The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
