Pages that link to "Item:Q1787114"
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The following pages link to A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114):
Displaying 4 items.
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- A contagion model with Markov regime-switching intensities (Q2258911) (← links)