Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest

✍ Scribed by Qunfang Bao; Si Chen; Shenghong Li

• Book ID: 116424417
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 235 KB
• Volume: 29
• Category: Article
• ISSN: 0264-9993
• DOI: 10.1016/j.econmod.2011.12.002