The following pages link to (Q5506193):
Displaying 18 items.
- \(H\)-extendible copulas (Q443789) (← links)
- Extendibility of Marshall-Olkin distributions and inverse Pascal triangles (Q470359) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- The crash-NIG factor model (Q487572) (← links)
- Efficient wavelets-based valuation of synthetic CDO tranches (Q495089) (← links)
- Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
- A generic framework for stochastic loss-given-default (Q629521) (← links)
- A structural jump-diffusion model for pricing collateralized debt obligations tranches (Q716531) (← links)
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394) (← links)
- Pricing synthetic CDO with MGB2 distribution (Q896409) (← links)
- Cliquet option pricing with Meixner processes (Q1641936) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Notes on exact and semi-exact Lévy models for the valuation of CDOs (Q2786348) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
