Pages that link to "Item:Q5487016"

The following pages link to Hedging of Credit Derivatives in Models with Totally Unexpected Default (Q5487016):

Displaying 17 items.

• Exposure at default models with and without the credit conversion factor (Q323002) (← links)
• Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
• Default barrier intensity model for credit risk evaluation (Q464482) (← links)
• Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
• Correlated intensity, counter party risks, and dependent mortalities (Q661258) (← links)
• Infinite-server systems with Hawkes arrivals and Hawkes services (Q2167922) (← 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)
• Hedging default risks of CDOs in Markovian contagion models (Q2866390) (← links)
• STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS (Q3005959) (← links)
• (Q3160495) (← links)
• Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
• PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (Q3503044) (← links)
• HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)
• LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
• RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
• Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)