Pages that link to "Item:Q5940714"

The following pages link to Credit risk valuation. Methods, models, and applications. (Q5940714):

Displaying 15 items.

• Numerical methods for non conservative perturbations of conservative problems (Q337716) (← links)
• Pricing options with credit risk in a reduced form model (Q457616) (← links)
• Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945) (← links)
• The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
• Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
• The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
• Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
• Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
• Vulnerable options pricing under uncertain volatility model (Q2068116) (← links)
• Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297) (← links)
• The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
• Cagan type rational expectation model on complex discrete time domains (Q2514820) (← links)
• Vulnerable European call option pricing based on uncertain fractional differential equation (Q2699270) (← links)
• INTRINSIC AGING AND CLASSES OF NONPARAMETRIC DISTRIBUTIONS (Q3644938) (← links)
• A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845) (← links)