Pages that link to "Item:Q541467"
From MaRDI portal
The following pages link to The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467):
Displaying 14 items.
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
- Pricing of multiple defaultable bond (Q1847632) (← links)
- The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
- The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
- An intensity-based approach for equity modeling (Q2862438) (← links)
- Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process (Q2892979) (← links)
- A MULTIVARIATE JUMP DIFFUSION PROCESS FOR COUNTERPARTY RISK IN CDS RATES (Q3192914) (← links)
- (Q3402938) (← links)
- (Q3573769) (← links)
- (Q5499379) (← links)
- Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)
