Pages that link to "Item:Q3117721"

The following pages link to Modeling the Dynamics of Credit Spreads with Stochastic Volatility (Q3117721):

Displayed 9 items.

• Enhancing credit default swap valuation with meshfree methods (Q635199) ‎ (← links)
• Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) ‎ (← links)
• Convertible bond valuation with regime switching (Q2145547) ‎ (← links)
• Affine model of inflation-indexed derivatives and inflation risk premium (Q2256214) ‎ (← links)
• Quantization meets Fourier: a new technology for pricing options (Q2288923) ‎ (← links)
• Pricing default events: surprise, exogeneity and contagion (Q2511807) ‎ (← links)
• CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION (Q2786032) ‎ (← links)
• EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING (Q2831002) ‎ (← links)
• Pricing via recursive quantization in stochastic volatility models (Q4555112) ‎ (← links)