The following pages link to Linear credit risk models (Q2282965):
Displaying 16 items.
- Dynamic credit models (Q660051) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- Infinite-dimensional polynomial processes (Q2022767) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- Analytical methods for hedging systematic credit risk with linear factor portfolios (Q2271605) (← links)
- SMILE MODELING IN COMMODITY MARKETS (Q3304207) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- Correlators of Polynomial Processes (Q5013833) (← links)
- Polynomial Jump-Diffusion Models (Q5119413) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
- Non-linear Gaussian sovereign CDS pricing models (Q5234285) (← links)
- On the relation between linearity‐generating processes and linear‐rational models (Q5241563) (← links)
- (Q5399859) (← links)
- LINEAR STOCHASTIC DIVIDEND MODEL (Q5854311) (← links)
- Measure-valued affine and polynomial diffusions (Q6596205) (← links)
