Pages that link to "Item:Q2842530"
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The following pages link to Pricing credit derivatives in a Markov-modulated reduced-form model (Q2842530):
Displaying 10 items.
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives (Q1933756) (← links)
- Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
- Price discovery in the markets for credit risk: a Markov switching approach (Q2691657) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION (Q3005958) (← links)
- Reduced-Form Modeling of Counterparty Risk on Credit Derivatives (Q3195064) (← links)
- SIMULTANEOUS CALIBRATION TO A RANGE OF PORTFOLIO CREDIT DERIVATIVES WITH A DYNAMIC DISCRETE-TIME MULTI-STEP MARKOV LOSS MODEL (Q3643588) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
