Pages that link to "Item:Q3195064"
From MaRDI portal
The following pages link to Reduced-Form Modeling of Counterparty Risk on Credit Derivatives (Q3195064):
Displaying 6 items.
- Exposure at default models with and without the credit conversion factor (Q323002) (← links)
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Information reduction via level crossings in a credit risk models (Q2463710) (← links)