Pages that link to "Item:Q1620315"

The following pages link to Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315):

Displaying 17 items.

• Multidimensional structural credit modeling under stochastic volatility (Q361588) (← links)
• Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
• Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
• Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
• Introducing fuzziness in CDS pricing under a structural model (Q1721233) (← links)
• The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
• Pricing of defaultable options with multiscale generalized Heston's stochastic volatility (Q1996984) (← links)
• Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
• Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
• A Monte-Carlo based approach for pricing credit default swaps with regime switching (Q2293596) (← links)
• Valuation of credit derivatives with multiple time scales in the intensity model (Q2336889) (← links)
• Empirical analysis and calibration of the CEV process for pricing equity default swaps (Q2866396) (← links)
• Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732) (← links)
• Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics (Q5082824) (← links)
• AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
• PRICING-HEDGING DUALITY FOR CREDIT DEFAULT SWAPS AND THE NEGATIVE BASIS ARBITRAGE (Q5242956) (← links)
• Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)