MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH-Reference-Cited by-同舟云学术

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MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH

Published:2016-11-17 Issue:1 Volume:28 Page:240-267
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Jiao Ying¹,Li Shanqiu²

Affiliation:

1. Université Claude Bernard-Lyon 1

2. Université Pierre et Marie Curie-Paris 6 and Université Paris Diderot-Paris 7

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/mafi.12136/fullpdf

Reference33 articles.

1. Aksamit , A. T. Choulli M. Jeanblanc 2016 Classification of Random Times and Applications

2. Alogoskoufis , G. 2012 Greece's Sovereign Debt Crisis: Retrospect and Prospect GreeSE Paper 54

3. Study of a Filtration Expanded to Include an Honest Time;Barlow;Z. Wahrscheinlichkeit.,1978

4. A General Framework for Pricing Credit Risk;Bélanger;Math. Finance,2004

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