Pages that link to "Item:Q3103152"
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The following pages link to Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152):
Displayed 4 items.
- Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
- Reassessing recovery rates – floating recoveries (Q5176297) (← links)
- PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719) (← links)
- A multi-curve HJM factor model for pricing and risk management (Q6067802) (← links)