Pages that link to "Item:Q2175460"
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The following pages link to On the probability of default in a market with price clustering and jump risk (Q2175460):
Displaying 4 items.
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Default risk for listed companies in double exponential jump diffusion process (Q4688945) (← links)
- Modeling price clustering in high-frequency prices (Q5039627) (← links)