Pages that link to "Item:Q2815806"
From MaRDI portal
The following pages link to A structural credit risk model with stochastic volatility and jumps (Q2815806):
Displaying 5 items.
- Multidimensional structural credit modeling under stochastic volatility (Q361588) (← links)
- Corporate credit risk prediction under stochastic volatility and jumps (Q1991927) (← links)
- Modeling the Dynamics of Credit Spreads with Stochastic Volatility (Q3117721) (← links)
- STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES (Q3465020) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)