"Pricing CDS with Jump-Diffusion Risk in the Intensity-Based Model."

Ruili Hao, Zhongxing Ye (2011)

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DOI: 10.1007/978-3-642-22833-9_26

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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Ruili Hao, Zhongxing Ye:
Pricing CDS with Jump-Diffusion Risk in the Intensity-Based Model. NL-MUA 2011: 221-229

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