Pages that link to "Item:Q3103152"
From MaRDI portal
The following pages link to Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152):
Displaying 6 items.
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Implied recovery (Q1032681) (← links)
- Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- Reassessing recovery rates – floating recoveries (Q5176297) (← links)
- PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719) (← links)