Pages that link to "Item:Q5420702"
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The following pages link to CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702):
Displaying 5 items.
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- A latent process model for the pricing of corporate securities (Q1028533) (← links)
- Creditworthiness and thresholds in a credit market model with multiple equilibria (Q1779003) (← links)
- (Q3184722) (← links)
- (Q5501134) (← links)