Munich Personal RePEc Archive

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Number of items: 5.


Balakrishna, B S (2006): A Semi-Analytical Parametric Model for Dependent Defaults.


Balakrishna, B S (2007): Delayed Default Dependency and Default Contagion.


Balakrishna, B S (2008): Levy Density Based Intensity Modeling of the Correlation Smile.


Balakrishna, B S (2010): Alpha-root Processes for Derivatives pricing.


Balakrishna, B S (2010): Levy Subordinator Model of Default Dependency.

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