Pages that link to "Item:Q1936262"
From MaRDI portal
The following pages link to Decomposition of default probability under a structural credit risk model with jumps (Q1936262):
Displaying 6 items.
- Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214) (← links)
- The optimal analysis of default probability for a credit risk model (Q1725187) (← links)
- On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
- A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes'' (Q2195929) (← links)
- Implied fractional hazard rates and default risk distributions (Q2296090) (← links)
- Absence of firm default in the two-jump model (Q2896607) (← links)