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                                       Details for article 129 of 134 found articles
 
 
  Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities
 
 
Title: Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities
Author: Dong, Yinghui
Yuen, Kam Chuen
Wang, Guojing
Appeared in: Frontiers of mathematics in China
Paging: Volume 12 (2017) nr. 5 pages 1085-1112
Year: 2017
Contents:
Publisher: Higher Education Press, Beijing
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 129 of 134 found articles
 
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