Pages that link to "Item:Q5226704"
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The following pages link to Credit risk modeling with affine processes (Q5226704):
Displaying 15 items.
- On Cox processes and credit risky securities (Q375362) (← links)
- Generalized CreditRisk\(^+\) model and applications (Q906198) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- (Q3374073) (← links)
- (Q3516474) (← links)
- (Q3569651) (← links)
- Credit-Risk Modelling (Q4561684) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- Portfolio credit risk with predetermined default orders (Q5001115) (← links)
- Error bounds for the perturbation solution of the transition density under a multi-factor CIR term structure model with weak mean-reversion effect (Q5078025) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- Fast simulations in credit risk (Q5745630) (← links)
- Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (Q6067195) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)