Pages that link to "Item:Q3572021"

The following pages link to Credit derivatives and risk aversion (Q3572021):

Displaying 11 items.

• Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
• Credit risk in general equilibrium (Q471329) (← links)
• Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
• A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
• Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (Q2879039) (← links)
• Credit Risk, Market Sentiment and Randomly-Timed Default (Q3015687) (← links)
• Effects of economic interactions on credit risk (Q3376774) (← links)
• (Q3518609) (← links)
• INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
• A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
• Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)