The following pages link to (Q5226701):
Displaying 6 items.
- Analytical pricing of vulnerable options under a generalized jump-diffusion model (Q2260941) (← links)
- On the single name CDS price under structural modeling (Q2349607) (← links)
- Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach (Q2401249) (← links)
- Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
- The inverse first passage time problem for killed Brownian motion (Q2657909) (← links)
- PRICING-HEDGING DUALITY FOR CREDIT DEFAULT SWAPS AND THE NEGATIVE BASIS ARBITRAGE (Q5242956) (← links)
