Showing results 97 to 100 of 100
< previous
Title | Author(s) | Issue Date | Views | |
---|---|---|---|---|
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model Journal:Statistics and Probability Letters | 2014 | 87 | ||
Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities Journal:Frontiers of Mathematics in China | 2017 | 68 | ||
2011 | 214 | |||
2017 | 74 |