Pages that link to "Item:Q1738521"
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The following pages link to Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion (Q1738521):
Displaying 3 items.
- A fractional credit model with long range dependent default rate (Q1939342) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)