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  A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes
 
 
Title: A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes
Author: Guo, Jie
Wang, Guojing
Appeared in: Frontiers of mathematics in China
Paging: Volume 13 (2017) nr. 3 pages 535-554
Year: 2017
Contents:
Publisher: Higher Education Press, Beijing
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 13 found articles
 
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