TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2011.00512.x/fullpdf
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2. BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives;Arnsdorf;J. Comput. Finance,2008
3. Azizpour , S. K. Giesecke G. Schwenkler 2010 Exploring the Sources of Default Clustering
4. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models;Bowsher;J. Econometr.,2007
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