Pages that link to "Item:Q2866361"
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The following pages link to Randomized structural models of credit spreads (Q2866361):
Displaying 9 items.
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- On the structure of the stochastic processes of mortgages in Spain (Q880894) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- A simple model for credit migration and spread curves (Q2488476) (← links)
- A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION (Q3005958) (← links)
- (Q3607221) (← links)
- Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732) (← links)
- Brief synopsis of the scientific career of T. R. Hurd (Q6644191) (← links)