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- Publisher Website: 10.1057/jors.2013.99
- Scopus: eid_2-s2.0-84894115751
- WOS: WOS:000331618600003
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Article: On reduced-form intensity-based model with 'trigger' events
Title | On reduced-form intensity-based model with 'trigger' events |
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Authors | |
Keywords | 'trigger' events basket credit default swaps Cox process defaultable bonds multiple defaults reduced-form models |
Issue Date | 2014 |
Publisher | Palgrave Macmillan Ltd. The Journal's web site is located at http://www.palgrave-journals.com/jors/index.html |
Citation | Journal of the Operational Research Society, 2014, v. 65 n. 3, p. 331-339 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/194956 |
ISSN | 2023 Impact Factor: 2.7 2023 SCImago Journal Rankings: 1.045 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Gu, J | en_US |
dc.contributor.author | Ching, WK | en_US |
dc.contributor.author | Siu, T | en_US |
dc.contributor.author | Zheng, H | en_US |
dc.date.accessioned | 2014-02-21T06:40:30Z | - |
dc.date.available | 2014-02-21T06:40:30Z | - |
dc.date.issued | 2014 | en_US |
dc.identifier.citation | Journal of the Operational Research Society, 2014, v. 65 n. 3, p. 331-339 | en_US |
dc.identifier.issn | 0160-5682 | - |
dc.identifier.uri | http://hdl.handle.net/10722/194956 | - |
dc.language | eng | en_US |
dc.publisher | Palgrave Macmillan Ltd. The Journal's web site is located at http://www.palgrave-journals.com/jors/index.html | - |
dc.relation.ispartof | Journal of the Operational Research Society | en_US |
dc.rights | Journal of the Operational Research Society. Copyright © Palgrave Macmillan Ltd. | - |
dc.subject | 'trigger' events | - |
dc.subject | basket credit default swaps | - |
dc.subject | Cox process | - |
dc.subject | defaultable bonds | - |
dc.subject | multiple defaults | - |
dc.subject | reduced-form models | - |
dc.title | On reduced-form intensity-based model with 'trigger' events | en_US |
dc.type | Article | en_US |
dc.identifier.email | Ching, WK: wching@hku.hk | en_US |
dc.identifier.authority | Ching, WK=rp00679 | en_US |
dc.identifier.doi | 10.1057/jors.2013.99 | - |
dc.identifier.scopus | eid_2-s2.0-84894115751 | - |
dc.identifier.hkuros | 228021 | en_US |
dc.identifier.volume | 65 | en_US |
dc.identifier.issue | 3 | - |
dc.identifier.spage | 331 | en_US |
dc.identifier.epage | 339 | en_US |
dc.identifier.isi | WOS:000331618600003 | - |
dc.publisher.place | United Kingdom | - |
dc.identifier.issnl | 0160-5682 | - |