Pages that link to "Item:Q2860078"
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The following pages link to A reduced model with thinning-dependence structure (Q2860078):
Displaying 4 items.
- A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives (Q1933756) (← links)
- The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
- On a reduced form credit risk model with common shock and regime switching (Q2447411) (← links)
- Dependence properties of dynamic credit risk models (Q2909818) (← links)