Pages that link to "Item:Q5419662"
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The following pages link to Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662):
Displaying 6 items.
- On Cox processes and credit risky securities (Q375362) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592) (← links)
- (Q3607208) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- An inhomogeneous semi-Markov model for the term structure of credit risk spreads (Q5475395) (← links)