On reduced-form intensity-based model with 'trigger' events

Jia-Wen Gu, Wai-Ki Ching, Tak Kuen Siu, Harry Zheng. On reduced-form intensity-based model with 'trigger' events. JORS, 65(3):331-339, 2014. [doi]

Authors

Jia-Wen Gu

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Wai-Ki Ching

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Tak Kuen Siu

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Harry Zheng

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