The following pages link to (Q5499379):
Displaying 11 items.
- Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945) (← links)
- The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467) (← links)
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- Pricing derivative credit risk (Q1294780) (← links)
- Pricing of multiple defaultable bond (Q1847632) (← links)
- The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
- Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting) (Q2693045) (← links)
- Bankruptcy, Counterparty Risk, and Contagion* (Q5430113) (← links)
- A default contagion model for pricing defaultable bonds from an information based perspective (Q6101028) (← links)
- Credit risk contagion and optimal dual control -- an SIS/R model (Q6104739) (← links)
- Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)
