The following pages link to Flexing the default barrier (Q2866385):
Displaying 5 items.
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- Finite-time survival probability and credit default swaps pricing under geometric Lévy markets (Q2445987) (← links)
- Restructuring risk in credit default swaps: an empirical analysis (Q2464865) (← links)
- Calibrating structural models: a new methodology based on stock and credit default swap data (Q2866387) (← links)
- HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924) (← links)