Pages that link to "Item:Q4620167"
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The following pages link to A reduced‐form model for pricing defaultable bonds and credit default swaps with stochastic recovery (Q4620167):
Displaying 5 items.
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions (Q4682491) (← links)
- The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- A contagion process with self-exciting jumps in credit risk applications (Q6104946) (← links)