Pages that link to "Item:Q2842532"

The following pages link to Credit derivatives pricing with stochastic volatility models (Q2842532):

Displaying 26 items.

• A defaultable HJM modelling of the Libor rate for pricing basis swaps after the credit crunch (Q320915) (← links)
• Multidimensional structural credit modeling under stochastic volatility (Q361588) (← links)
• Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
• Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
• Single name credit default swaptions meet single sided jump models (Q1025620) (← links)
• The pricing of credit risk derivatives (Q1391255) (← links)
• Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
• Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
• Dual-curve Hull-White interest rate model with stochastic volatility (Q1684766) (← links)
• Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
• Valuation of credit default swaps and swaptions (Q1776007) (← links)
• Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
• The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
• Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
• Pricing with finite dimensional dependence (Q2347715) (← links)
• A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
• Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
• A structural credit risk model with stochastic volatility and jumps (Q2815806) (← links)
• Default risk in interest rate derivatives with stochastic volatility (Q2866401) (← links)
• A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (Q3008488) (← links)
• An Integrated Model for Hybrid Securities (Q3116139) (← links)
• A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (Q3116718) (← links)
• Modeling the Dynamics of Credit Spreads with Stochastic Volatility (Q3117721) (← links)
• AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL (Q3576954) (← links)
• (Q4660875) (← links)
• Credit Derivatives Pricing Based on Lévy Field Driven Term Structure (Q5413860) (← links)