An intensity model for credit risk with switching Lévy...

An intensity model for credit risk with switching Lévy processes

Hainaut, Donatien, Le Courtois, Olivier
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Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.756583
Date:
August, 2014
File:
PDF, 574 KB
english, 2014
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