Pages that link to "Item:Q1887268"

The following pages link to Hazard rate for credit risk and hedging defaultable contingent claims (Q1887268):

Displaying 45 items.

• Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
• Default barrier intensity model for credit risk evaluation (Q464482) (← links)
• Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
• Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
• Weak convergence of equity derivatives pricing with default risk (Q893958) (← links)
• Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (Q1733754) (← links)
• Default times, no-arbitrage conditions and changes of probability measures (Q1761456) (← links)
• Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Background filtrations and canonical loss processes for top-down models of portfolio credit risk (Q2271727) (← links)
• Implied fractional hazard rates and default risk distributions (Q2296090) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• On the asymptotic behavior of the prices of Asian options (Q2372254) (← links)
• Dynamical analysis of corporate bonds based on the yield spread term-quality surface (Q2372255) (← links)
• Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
• Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
• Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
• Hedging default risks of CDOs in Markovian contagion models (Q2866390) (← links)
• Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools (Q2882686) (← links)
• ABSOLUTELY CONTINUOUS COMPENSATORS (Q3006606) (← links)
• CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP (Q3067766) (← links)
• Stochastic mortality under measure changes (Q3103210) (← links)
• COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES (Q3225032) (← links)
• THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY (Q3379408) (← links)
• Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (Q3424144) (← links)
• (Q3500544) (← links)
• INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
• Dynamic Hedging of Counterparty Exposure (Q4561926) (← links)
• From the decompositions of a stopping time to risk premium decompositions (Q4606382) (← links)
• A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845) (← links)
• HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
• Portfolio credit risk with predetermined default orders (Q5001115) (← links)
• Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
• HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (Q5398347) (← links)
• Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
• PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
• Corporate security prices in structural credit risk models with incomplete information (Q5743118) (← links)
• Optimal consumption problems in discontinuous markets (Q5746732) (← links)
• Representation for martingales living after a random time with applications (Q6134135) (← links)
• Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
• Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
• Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)
• Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise (Q6631633) (← links)