A Reduced-Form Model for Correlated Defaults with Regime-Switching Shot Noise Intensities
Crossref DOI link: https://doi.org/10.1007/s11009-014-9431-6
Published Online: 2014-12-12
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dong, Yinghui
Yuen, Kam C.
Wang, Guojing
Wu, Chongfeng
Text and Data Mining valid from 2014-12-12