Yong Ma, Weidong Xu. Structural credit risk modelling with Hawkes jump diffusion processes. J. Computational Applied Mathematics, 303:69-80, 2016. [doi]
@article{MaX16,
title = {Structural credit risk modelling with Hawkes jump diffusion processes},
author = {Yong Ma and Weidong Xu},
year = {2016},
doi = {10.1016/j.cam.2016.02.032},
url = {http://dx.doi.org/10.1016/j.cam.2016.02.032},
researchr = {https://researchr.org/publication/MaX16},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {303},
pages = {69-80},
}