Pages that link to "Item:Q2953949"
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The following pages link to Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk (Q2953949):
Displayed 3 items.
- Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
- Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← links)
- Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)