Pages that link to "Item:Q5746927"
From MaRDI portal
The following pages link to BILATERAL COUNTERPARTY RISK VALUATION OF CDS CONTRACTS WITH SIMULTANEOUS DEFAULTS (Q5746927):
Displaying 6 items.
- Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
- A versatile approach for stochastic correlation using hyperbolic functions (Q2804910) (← links)
- Modelling and Calibration of Stochastic Correlation in Finance (Q4626495) (← links)
- The Dynamic Correlation Model and Its Application to the Heston Model (Q4689924) (← links)
- Valuation of credit contingent interest rate swap with credit rating migration (Q5031189) (← links)
- Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks (Q6489108) (← links)