A New Default Intensity Model with Fuzziness and Hesitation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,General Computer Science
Link
http://www.tandfonline.com/doi/pdf/10.1080/18756891.2016.1161345
Reference34 articles.
1. On cox processes and credit risky securities
2. Counterparty Risk and the Pricing of Defaultable Securities
3. Does a Central Clearing Counterparty Reduce Counterparty Risk?
4. A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap
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