Pages that link to "Item:Q2195929"
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The following pages link to A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes'' (Q2195929):
Displaying 7 items.
- Structural credit risk modelling with Hawkes jump diffusion processes (Q269364) (← links)
- The optimal analysis of default probability for a credit risk model (Q1725187) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
- Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
- A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)