Pages that link to "Item:Q3445889"
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The following pages link to Pricing of Multi‐Defaultable Bonds with a Two‐Correlated‐Factor Hull–White Model (Q3445889):
Displaying 7 items.
- Closed-form solutions for pricing credit-risky bonds and bond options (Q632832) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Valuation of credit derivatives with multiple time scales in the intensity model (Q2336889) (← links)
- Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion (Q5001154) (← links)
- DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485) (← links)
- A contagion process with self-exciting jumps in credit risk applications (Q6104946) (← links)