Pages that link to "Item:Q3014981"

The following pages link to Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981):

Displaying 12 items.

• On a multi-dimensional risk model with regime switching (Q320264) (← links)
• A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
• Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
• Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745) (← links)
• On pricing of corporate securities in the case of jump-diffusion (Q2514963) (← links)
• (Q3461425) (← links)
• Pricing of zero-coupon and coupon cat bonds (Q4829386) (← links)
• The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
• The valuation at origination of mortgages with full prepayment and default risks (Q6549637) (← links)