Pages that link to "Item:Q5484649"
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The following pages link to Pricing defaultable bonds: a middle-way approach between structural and reduced-form models (Q5484649):
Displaying 13 items.
- Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (Q402981) (← links)
- Using equity options to imply credit information (Q635970) (← links)
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
- A comprehensive structural model for defaultable fixed-income bonds (Q3005364) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions (Q4682491) (← links)
- (Q4984760) (← links)
- (Q5481336) (← links)
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)
