Pages that link to "Item:Q2855153"
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The following pages link to Defaultable bond pricing using regime switching intensity model (Q2855153):
Displaying 12 items.
- A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
- Pricing of discount bonds with a Markov switching regime (Q481375) (← links)
- Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- Default Times in a Continuous-Time Markovian Regime Switching Model (Q3094223) (← links)
- Regime-switching stochastic volatility model: estimation and calibration to VIX options (Q4610208) (← links)
- Variance swaps under the threshold Ornstein–Uhlenbeck model (Q4624950) (← links)
- Default propensity implicit in pulled to par V@R for bonds (Q5040248) (← links)
- The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
