Pages that link to "Item:Q2453103"
From MaRDI portal
The following pages link to Numerical methods to quantify the model risk of basket default swaps (Q2453103):
Displaying 6 items.
- Valuation of a credit swap of the basket type (Q375320) (← links)
- Enhancing credit default swap valuation with meshfree methods (Q635199) (← links)
- Pricing basket default swaps using quasi-analytic techniques (Q2044822) (← links)
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- An analytical formula for pricing \(m\)-th to default swaps (Q2511144) (← links)
- Fast Pricing of Basket Default Swaps (Q3392172) (← links)