Pages that link to "Item:Q3502204"
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The following pages link to Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204):
Displaying 7 items.
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- Valuation of credit derivatives with multiple time scales in the intensity model (Q2336889) (← links)
- Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
- STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS (Q3005959) (← links)
- A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (Q3008488) (← links)
- Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives (Q3652704) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)