Pages that link to "Item:Q4635040"
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The following pages link to MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040):
Displaying 11 items.
- Thin times and random times' decomposition (Q2042766) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time (Q5038292) (← links)
- DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (Q5742992) (← links)
- Generalized Cox model for default times (Q6105368) (← links)
- Representation for martingales living after a random time with applications (Q6134135) (← links)
- Two hybrid models for dependent death times of couple: a common shock approach (Q6547261) (← links)
- A default system with overspilling contagion (Q6549692) (← links)