The following pages link to (Q4936390):
Displayed 21 items.
- The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
- Implied default probability and credit derivatives (Q816767) (← links)
- Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Default and information (Q959675) (← links)
- What happens after a default: the conditional density approach (Q981009) (← links)
- Valuation of default swap with affine-type hazard rate (Q1302099) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Background filtrations and canonical loss processes for top-down models of portfolio credit risk (Q2271727) (← links)
- On the asymptotic behavior of the prices of Asian options (Q2372254) (← links)
- Dynamical analysis of corporate bonds based on the yield spread term-quality surface (Q2372255) (← links)
- Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
- Information reduction via level crossings in a credit risk models (Q2463710) (← links)
- Portfolio optimization with a defaultable security (Q2643672) (← links)
- PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (Q3393978) (← links)
- An evaluation model for downgrade protection (Q5950034) (← links)