Pages that link to "Item:Q1936462"
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The following pages link to Shot-noise driven multivariate default models (Q1936462):
Displaying 7 items.
- Pricing basket default swaps in a tractable shot noise model (Q553040) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)