Pages that link to "Item:Q479176"
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The following pages link to Bilateral counterparty risk valuation on a CDS with a common shock model (Q479176):
Displaying 4 items.
- Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities (Q1690473) (← links)
- Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (Q1934584) (← links)
- Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
- Pricing credit default swaps with bilateral value adjustments (Q2879019) (← links)