Pages that link to "Item:Q2819097"
From MaRDI portal
The following pages link to A structural jump threshold framework for credit risk (Q2819097):
Displaying 5 items.
- Integrated structural approach to credit value adjustment (Q1991244) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
- Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
- Modelling Credit Risk in the Jump Threshold Framework (Q5742503) (← links)