Pages that link to "Item:Q2909350"
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The following pages link to A modified structural model for credit risk (Q2909350):
Displaying 8 items.
- Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
- Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578) (← links)
- An optimal control model for reducing and trading of carbon emissions (Q1619124) (← links)
- Counterparty risk valuation on credit-linked notes under a Markov chain framework (Q2036124) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- A new model and its numerical method to identify multi credit migration boundaries (Q5028611) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
- Indifference pricing of credit default swaps in a multi-period model (Q6102890) (← links)
