Pages that link to "Item:Q5743120"
From MaRDI portal
The following pages link to Credit portfolio selection with decaying contagion intensities (Q5743120):
Displaying 11 items.
- Approximate value adjustments for European claims (Q2116937) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Optimal bookmaking (Q2239899) (← links)
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- Stochastic optimal switching model for migrating population dynamics (Q3304317) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← links)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
- A Risk-Sharing Framework of Bilateral Contracts (Q5112729) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)
