A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes

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Front. Math. China ›› 2018, Vol. 13 ›› Issue (3) : 535-554. DOI: 10.1007/s11464-017-0638-z
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A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes

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{{article.zuoZheEn_L}}. {{article.titleEn}}. Front. Math. China, 2018, 13(3): 535‒554 https://doi.org/10.1007/s11464-017-0638-z

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