Pages that link to "Item:Q836966"

The following pages link to Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (Q836966):

Displaying 17 items.

• A Markov copula model with regime switching and its application (Q272813) (← links)
• A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
• Pricing options with credit risk in Markovian regime-switching markets (Q364454) (← links)
• Pricing options with credit risk in a reduced form model (Q457616) (← links)
• Bilateral counterparty risk valuation on a CDS with a common shock model (Q479176) (← links)
• 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)
• A boundary crossing model of counterparty risk (Q951388) (← links)
• A higher-order interactive hidden Markov model and its applications (Q1642063) (← links)
• A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
• Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (Q1934584) (← links)
• Counterparty risk valuation on credit-linked notes under a Markov chain framework (Q2036124) (← links)
• Basket credit derivative pricing in a Markov chain model with interacting intensities (Q2209220) (← links)
• A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk (Q2815378) (← links)
• A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524) (← links)
• Mathematical analysis of a credit default swap with counterparty risks (Q5056722) (← links)
• Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)