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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.