Pages that link to "Item:Q3605227"
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The following pages link to Modelling bonds and credit default swaps using a structural model with contagion (Q3605227):
Displaying 9 items.
- Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- An entropy model of credit risk contagion in the CRT market (Q1723317) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- Pricing credit default swaps with bilateral value adjustments (Q2879019) (← links)
- (Q4218389) (← links)
- Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732) (← links)
- Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424) (← links)
- (Q5499379) (← links)