The following pages link to (Q2782358):
Displaying 11 items.
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- CDS calibration under an extended JDCEV model (Q5031741) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
