Pages that link to "Item:Q6162799"

The following pages link to Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799):

Displaying 11 items.

• Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945) (← links)
• The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467) (← links)
• Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
• Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
• A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
• Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
• The valuation of multi-counterparties CDS with credit rating migration (Q2033486) (← links)
• Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
• A MULTIVARIATE JUMP DIFFUSION PROCESS FOR COUNTERPARTY RISK IN CDS RATES (Q3192914) (← links)
• Reduced-Form Modeling of Counterparty Risk on Credit Derivatives (Q3195064) (← links)
• Mathematical analysis of a credit default swap with counterparty risks (Q5056722) (← links)