Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 5.

16 August 2006

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

16 April 2007

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

16 July 2008

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

11 January 2010

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

14 March 2010

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

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