Pages that link to "Item:Q3008488"
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The following pages link to A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (Q3008488):
Displaying 13 items.
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
- On equi-derivatives (Q1374540) (← links)
- Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (Q1634318) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- Market implied volatilities for defaultable bonds (Q2327695) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
- Credit derivatives pricing with stochastic volatility models (Q2842532) (← links)
- An Integrated Model for Hybrid Securities (Q3116139) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- (Q4660875) (← links)
- PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS (Q5420699) (← links)