Pages that link to "Item:Q5413860"
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The following pages link to Credit Derivatives Pricing Based on Lévy Field Driven Term Structure (Q5413860):
Displaying 7 items.
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
- Term structure models driven by general Lévy processes (Q2757293) (← links)
- (Q4660875) (← links)
- Structural credit risk model driven by Lévy process under knight uncertainty (Q6165397) (← links)