Pages that link to "Item:Q5483441"
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The following pages link to THE STOCHASTIC INTENSITY SSRD MODEL IMPLIED VOLATILITY PATTERNS FOR CREDIT DEFAULT SWAP OPTIONS AND THE IMPACT OF CORRELATION (Q5483441):
Displaying 6 items.
- A general Gaussian interest rate model consistent with the current term structure (Q1952680) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- A dynamic programming approach for pricing CDS and CDS options (Q3182747) (← links)
- COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION (Q3655554) (← links)
- BILATERAL COUNTERPARTY RISK VALUATION OF CDS CONTRACTS WITH SIMULTANEOUS DEFAULTS (Q5746927) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)