Pages that link to "Item:Q2866391"
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The following pages link to The<i>k</i>th default time distribution and basket default swap pricing (Q2866391):
Displaying 7 items.
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- An analytical formula for pricing \(m\)-th to default swaps (Q2511144) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- A Copula Approach to Default Correlation and the Pricing of Basket Default Swap (Q3104332) (← links)
- A factor contagion model for portfolio credit derivatives (Q4683088) (← links)
- Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996) (← links)
- On pricing basket credit default swaps (Q5400652) (← links)