Pages that link to "Item:Q896751"
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The following pages link to Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751):
Displayed 4 items.
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)