Pages that link to "Item:Q6102890"
From MaRDI portal
The following pages link to Indifference pricing of credit default swaps in a multi-period model (Q6102890):
Displaying 4 items.
- Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
- Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
- PRICING-HEDGING DUALITY FOR CREDIT DEFAULT SWAPS AND THE NEGATIVE BASIS ARBITRAGE (Q5242956) (← links)
- (Q5382093) (← links)