Pages that link to "Item:Q2866401"
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The following pages link to Default risk in interest rate derivatives with stochastic volatility (Q2866401):
Displaying 6 items.
- Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
- Weak convergence of equity derivatives pricing with default risk (Q893958) (← links)
- Implied fractional hazard rates and default risk distributions (Q2296090) (← links)
- Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
- Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model (Q2951895) (← links)
- Stochastic Volatility Corrections for Interest Rate Derivatives (Q4827310) (← links)