Pages that link to "Item:Q5746772"
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The following pages link to Contagion models a la carte: which one to choose? (Q5746772):
Displaying 4 items.
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk (Q2953949) (← links)
- A factor contagion model for portfolio credit derivatives (Q4683088) (← links)
- Multivariate conditional hazard rate functions -- an overview (Q6574715) (← links)