Pages that link to "Item:Q4531013"
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The following pages link to Term Structures of Credit Spreads with Incomplete Accounting Information (Q4531013):
Displaying 50 items.
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- Cure events in default prediction (Q296900) (← links)
- Credit spreads, endogenous bankruptcy and liquidity risk (Q395696) (← links)
- A continuous-time analysis of optimal restructuring of contracts with costly information disclosure (Q436947) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Multiperiod corporate default prediction -- a forward intensity approach (Q528035) (← links)
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Dividends and leverage: how to optimally exploit a non-renewable investment (Q621273) (← links)
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- An integrated pricing model for defaultable loans and bonds (Q704061) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- Credit market frictions and capital structure dynamics (Q894071) (← links)
- Credit risk and contagion via self-exciting default intensity (Q902175) (← links)
- Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
- Optimal investment in a defaultable bond (Q941018) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Default and information (Q959675) (← links)
- Randomization in the first hitting time problem (Q1038440) (← links)
- Fuzzy defaultable bonds (Q1043261) (← links)
- General dynamic term structures under default risk (Q1615894) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
- Default times, no-arbitrage conditions and changes of probability measures (Q1761456) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- Optimal contracting with effort and misvaluation (Q1938959) (← links)
- The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
- Credit risk and asymmetric information: a simplified approach (Q1994373) (← links)
- Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- On correlated defaults and incomplete information (Q2031381) (← links)
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- Robust leverage dynamics without commitment (Q2088617) (← links)
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- The role of the leverage effect in the price discovery process of credit markets (Q2246685) (← links)
- The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
- Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Pricing vulnerable option under jump-diffusion model with incomplete information (Q2296524) (← links)
- Affine processes beyond stochastic continuity (Q2299583) (← links)
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
