Pages that link to "Item:Q1721233"
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The following pages link to Introducing fuzziness in CDS pricing under a structural model (Q1721233):
Displaying 5 items.
- Credit derivatives pricing model for fuzzy financial market (Q1666827) (← links)
- A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
- Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
- On the single name CDS price under structural modeling (Q2349607) (← links)
- Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)