Pages that link to "Item:Q1725187"
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The following pages link to The optimal analysis of default probability for a credit risk model (Q1725187):
Displaying 6 items.
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- (Q2741091) (← links)
- An improved approach to evaluate default probabilities and default correlations with consistency (Q2816962) (← links)
- (Q3498184) (← links)
- Optimal Design of Dynamic Default Risk Measures (Q4903036) (← links)