Pages that link to "Item:Q2036124"
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The following pages link to Counterparty risk valuation on credit-linked notes under a Markov chain framework (Q2036124):
Displaying 3 items.
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945) (← links)
- Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (Q836966) (← links)