Pages that link to "Item:Q4555081"
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The following pages link to Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081):
Displaying 4 items.
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives (Q3000885) (← links)
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)