Pages that link to "Item:Q2828050"
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The following pages link to A two-factor jump-diffusion model for pricing convertible bonds with default risk (Q2828050):
Displaying 6 items.
- A high-order finite difference method for option valuation (Q1705003) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- (Q3073387) (← links)
- The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
- INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES (Q5148006) (← links)
- (Q5320336) (← links)