Pages that link to "Item:Q704014"
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The following pages link to Pricing the risks of default: a note on Madan and Unal (Q704014):
Displaying 3 items.
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)