Pages that link to "Item:Q2855153"
From MaRDI portal
The following pages link to DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL (Q2855153):
Displaying 4 items.
- Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
- Variance swaps under the threshold Ornstein–Uhlenbeck model (Q4624950) (← links)
