Pages that link to "Item:Q2398847"

The following pages link to Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847):

Displaying 8 items.

• Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion (Q1738521) (← links)
• The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
• The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
• Implied fractional hazard rates and default risk distributions (Q2296090) (← links)
• CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP (Q3067766) (← links)
• Meshless approach for pricing Islamic Ijarah under stochastic interest rate models (Q5076603) (← links)
• NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS (Q5376999) (← links)
• Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)