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]

@article{GuCSZ14,
  title = {On reduced-form intensity-based model with 'trigger' events},
  author = {Jia-Wen Gu and Wai-Ki Ching and Tak Kuen Siu and Harry Zheng},
  year = {2014},
  doi = {10.1057/jors.2013.99},
  url = {http://dx.doi.org/10.1057/jors.2013.99},
  researchr = {https://researchr.org/publication/GuCSZ14},
  cites = {0},
  citedby = {0},
  journal = {JORS},
  volume = {65},
  number = {3},
  pages = {331-339},
}