Author:
Aït-Sahalia Yacine,Laeven Roger J.A.,Pelizzon Loriana
Funder
NSF
NWO
7th Framework Programme
State of Hessen initiative for research LOEWE
Subject
Applied Mathematics,Economics and Econometrics
Reference25 articles.
1. Modeling Financial Contagion Using Mutually Exciting Jump Processes;Aït-Sahalia,2010
2. Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe;Ang,2011
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4. Credit swap valuation;Duffie;Financ. Anal. J.,1999
5. Transform analysis and asset pricing for affine jump-diffusions;Duffie;Econometrica,2000
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