Pages that link to "Item:Q1025620"
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The following pages link to Single name credit default swaptions meet single sided jump models (Q1025620):
Displaying 6 items.
- Valuation of credit default swaps and swaptions (Q1776007) (← links)
- Valuing credit derivatives in a jump-diffusion model (Q2383797) (← links)
- An extension of CreditGrades model approach with Lévy processes (Q2866399) (← links)
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
- AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL (Q3576954) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)