A model for dependent default with hyperbolic attenuation...

A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap

Yun-fen Bai, Xin-hua Hu, Zhong-xing Ye
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Volume:
28
Language:
english
Pages:
7
DOI:
10.1007/s10483-007-1211-9
Date:
December, 2007
File:
PDF, 173 KB
english, 2007
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