Pages that link to "Item:Q3557566"
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The following pages link to Single and joint default in a structural model with purely discontinuous asset prices (Q3557566):
Displaying 7 items.
- Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- Extending the Merton model with applications to credit value adjustment (Q6165387) (← links)