Pages that link to "Item:Q5940714"

The following pages link to Credit risk valuation. Methods, models, and applications. (Q5940714):

Displaying 28 items.

• Numerical methods for non conservative perturbations of conservative problems (Q337716) (← links)
• Pricing options with credit risk in a reduced form model (Q457616) (← links)
• 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 uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
• Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
• Pricing derivative credit risk (Q1294780) (← links)
• Credit risk. Measurement, evaluation and management (Q1411807) (← links)
• Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
• The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
• Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
• Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
• Vulnerable options pricing under uncertain volatility model (Q2068116) (← links)
• Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297) (← links)
• The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
• Credit derivatives in an affine framework (Q2471738) (← links)
• Pricing contingent claims with credit risk: asymptotic expansion approach (Q2488488) (← links)
• Cagan type rational expectation model on complex discrete time domains (Q2514820) (← links)
• Vulnerable European call option pricing based on uncertain fractional differential equation (Q2699270) (← links)
• Credit risk (Q2828458) (← links)
• On valuation with stochastic proportional hazard models in finance (Q2841334) (← links)
• (Q3160495) (← links)
• (Q3550879) (← links)
• (Q3569560) (← links)
• INTRINSIC AGING AND CLASSES OF NONPARAMETRIC DISTRIBUTIONS (Q3644938) (← links)
• A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845) (← links)
• DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485) (← links)
• Bankruptcy, Counterparty Risk, and Contagion* (Q5430113) (← links)
• Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)