Pages that link to "Item:Q2866399"
From MaRDI portal
The following pages link to An extension of CreditGrades model approach with Lévy processes (Q2866399):
Displaying 8 items.
- Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
- (Q3184722) (← links)
- STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES (Q3465020) (← links)
- (Q3607221) (← links)
- CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)
- (Q5501134) (← links)