Pages that link to "Item:Q5156996"
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The following pages link to Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models (Q5156996):
Displaying 5 items.
- Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (Q836966) (← links)
- Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
- Pricing basket default swaps using quasi-analytic techniques (Q2044822) (← links)
- A Copula Approach to Default Correlation and the Pricing of Basket Default Swap (Q3104332) (← links)
- (Q4792521) (← links)