Pages that link to "Item:Q5154090"
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The following pages link to Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090):
Displaying 5 items.
- Pricing basket default swaps in a tractable shot noise model (Q553040) (← links)
- Basket credit derivative pricing in a Markov chain model with interacting intensities (Q2209220) (← links)
- Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
- (Q4792521) (← links)
- An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186) (← links)