Pages that link to "Item:Q2293596"

The following pages link to A Monte-Carlo based approach for pricing credit default swaps with regime switching (Q2293596):

Displaying 8 items.

• Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
• A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
• A multinomial tree model for pricing credit default swap options (Q2513334) (← links)
• Pricing of credit default swap based on credit rating (Q3014477) (← links)
• A credit default swap application by using quantile regression technique (Q5078469) (← links)
• AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
• A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141) (← links)