Pages that link to "Item:Q483933"
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The following pages link to Pricing equity default swaps under the jump-to-default extended CEV model (Q483933):
Displaying 16 items.
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Pricing derivatives with counterparty risk and collateralization: a fixed point approach (Q320989) (← links)
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Investment, agency conflicts, debt maturity, and loan guarantees by negotiation (Q1680702) (← links)
- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable (Q1681278) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- Multivariate subordination of Markov processes with financial applications (Q2831000) (← links)
- Empirical analysis and calibration of the CEV process for pricing equity default swaps (Q2866396) (← links)
- MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040) (← links)
- CDS calibration under an extended JDCEV model (Q5031741) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
