Pages that link to "Item:Q2488476"
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The following pages link to A simple model for credit migration and spread curves (Q2488476):
Displaying 11 items.
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- Structural model of credit migration (Q1927128) (← links)
- Free boundaries of credit rating migration in switching macro regions (Q2197188) (← links)
- Exponentially affine martingales, affine measure changes and exponential moments of affine processes (Q2267544) (← links)
- The fourth characteristic of a semimartingale (Q2278675) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Credit derivatives in an affine framework (Q2471738) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- Randomized structural models of credit spreads (Q2866361) (← links)
- MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040) (← links)
- The Jarrow and Turnbull setting revisited (Q6644188) (← links)