Pages that link to "Item:Q4526194"
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The following pages link to Swap Pricing with Two-Sided Default Risk in a Rating-Based Model * (Q4526194):
Displaying 5 items.
- A tractable LIBOR model with default risk (Q356479) (← links)
- An integrated pricing model for defaultable loans and bonds (Q704061) (← links)
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- A double obstacle model for pricing bi-leg defaultable interest rate swaps (Q5056713) (← links)
- PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
