Pages that link to "Item:Q5056722"
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The following pages link to Mathematical analysis of a credit default swap with counterparty risks (Q5056722):
Displaying 4 items.
- A fully non-linear PDE problem from pricing CDS with counterparty risk (Q449295) (← links)
- Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
- Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (Q836966) (← links)
- A double obstacle model for pricing bi-leg defaultable interest rate swaps (Q5056713) (← links)