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Journal description
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Details for article 1 of 4 found articles
| Title: |
Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity |
| Author: |
Leung, Kwai Sun Kwok, Yue Kuen |
| Appeared in: |
Asia-Pacific financial markets |
| Paging: | Volume 16 (2009) nr. 3 pages 169-181 |
| Year: |
2009 |
| Contents: | |
| Publisher: |
Springer US, Boston |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 4 found articles
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