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Article: Unilateral counterparty risk valuation of CDS using a regime-switching intensity model

TitleUnilateral counterparty risk valuation of CDS using a regime-switching intensity model
Authors
Dong, YYuen, KCWu, C
Issue Date2014
PublisherElsevier.
Citation
Statistics and Probability Letters, 2014, v. 85, p. 25-35 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/199243

 

DC FieldValueLanguage
dc.contributor.authorDong, Yen_US
dc.contributor.authorYuen, KCen_US
dc.contributor.authorWu, Cen_US
dc.date.accessioned2014-07-22T01:09:56Z-
dc.date.available2014-07-22T01:09:56Z-
dc.date.issued2014en_US
dc.identifier.citationStatistics and Probability Letters, 2014, v. 85, p. 25-35en_US
dc.identifier.urihttp://hdl.handle.net/10722/199243-
dc.languageengen_US
dc.publisherElsevier.en_US
dc.relation.ispartofStatistics and Probability Lettersen_US
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in <Journal title>. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in PUBLICATION, [VOL#, ISSUE#, (DATE)] DOI#en_US
dc.titleUnilateral counterparty risk valuation of CDS using a regime-switching intensity modelen_US
dc.typeArticleen_US
dc.identifier.emailYuen, KC: kcyuen@hku.hken_US
dc.identifier.authorityYuen, KC=rp00836en_US
dc.identifier.hkuros231733en_US
dc.identifier.volume85en_US
dc.identifier.spage25en_US
dc.identifier.epage35en_US

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