Pages that link to "Item:Q5078105"
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The following pages link to The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105):
Displaying 4 items.
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes (Q6067509) (← links)
