Pages that link to "Item:Q2642592"
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The following pages link to Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592):
Displaying 12 items.
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions (Q656953) (← links)
- Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025) (← links)
- Semi-Markov reliability models with recurrence times and credit rating applications (Q1040038) (← links)
- Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models (Q1929893) (← links)
- Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089) (← links)
- Stability analysis and stabilization of discrete-time non-homogeneous semi-Markov jump linear systems: a polytopic approach (Q2203040) (← links)
- Fuzzy semi-Markov migration process in credit risk (Q2445431) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)
- Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes (Q5247360) (← links)
- Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662) (← links)
