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Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 14918 | 14921 | 14922 | 21396 | 24055
Number of items: 5.

14918

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

14921

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

14922

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

21396

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

24055

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

This list was generated on Wed Dec 7 20:49:02 2022 CET.
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