Pages that link to "Item:Q3104332"
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The following pages link to A Copula Approach to Default Correlation and the Pricing of Basket Default Swap (Q3104332):
Displaying 6 items.
- Pricing basket default swaps using quasi-analytic techniques (Q2044822) (← links)
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- Numerical methods to quantify the model risk of basket default swaps (Q2453103) (← links)
- A reflection principle for correlated defaults (Q2490052) (← links)
- The<i>k</i>th default time distribution and basket default swap pricing (Q2866391) (← links)
- Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)