Pages that link to "Item:Q763417"
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The following pages link to Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417):
Displaying 6 items.
- On pricing of credit spread options (Q704058) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- A simple model for credit migration and spread curves (Q2488476) (← links)
- Pricing contingent claims with credit risk: asymptotic expansion approach (Q2488488) (← links)
- Credit derivatives pricing with stochastic volatility models (Q2842532) (← links)
- ANALYTIC PRICING OF CoCo BONDS (Q5357518) (← links)