Pages that link to "Item:Q449295"
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The following pages link to A fully non-linear PDE problem from pricing CDS with counterparty risk (Q449295):
Displaying 6 items.
- The valuation of multi-counterparties CDS with credit rating migration (Q2033486) (← links)
- Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694) (← links)
- Valuation of credit contingent interest rate swap with credit rating migration (Q5031189) (← links)
- A double obstacle model for pricing bi-leg defaultable interest rate swaps (Q5056713) (← links)
- Mathematical analysis of a credit default swap with counterparty risks (Q5056722) (← links)
- Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)