Pages that link to "Item:Q2815378"
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The following pages link to A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk (Q2815378):
Displaying 6 items.
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (Q836966) (← links)
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- Dynamic hedging of portfolio credit risk in a Markov copula model (Q2247917) (← links)
- A Copula Approach to Default Correlation and the Pricing of Basket Default Swap (Q3104332) (← links)
- Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732) (← links)