Pages that link to "Item:Q3063847"
From MaRDI portal
The following pages link to Pricing the credit default swap rate for jump diffusion default intensity processes (Q3063847):
Displaying 8 items.
- Joint survival probability via truncated invariant copula (Q509311) (← links)
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- Correlated log-normal random variables under a multiscale volatility model (Q2247624) (← links)
- Valuation of credit derivatives with multiple time scales in the intensity model (Q2336889) (← links)
- Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- (Q5155966) (← links)
