Pages that link to "Item:Q2044822"
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The following pages link to Pricing basket default swaps using quasi-analytic techniques (Q2044822):
Displaying 3 items.
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- A Copula Approach to Default Correlation and the Pricing of Basket Default Swap (Q3104332) (← links)
- Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996) (← links)