Pages that link to "Item:Q3094223"
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The following pages link to Default Times in a Continuous-Time Markovian Regime Switching Model (Q3094223):
Displaying 9 items.
- Nonexistence of Markovian time dynamics for graphical models of correlated default (Q415636) (← links)
- A fast algorithm for numerical solutions to Fortet's equation (Q939562) (← links)
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- (Q2741091) (← links)
- Defaultable bond pricing using regime switching intensity model (Q2855153) (← links)
- A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524) (← links)
- Absence of firm default in the two-jump model (Q2896607) (← links)