Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads
Crossref DOI link: https://doi.org/10.1007/s10614-014-9457-4
Published Online: 2014-08-07
Published Print: 2015-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bianchi, Michele Leonardo
Fabozzi, Frank J.
Text and Data Mining valid from 2014-08-07