Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities

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Front. Math. China ›› 2017, Vol. 12 ›› Issue (5) : 1085-1112. DOI: 10.1007/s11464-017-0656-x
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Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities

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{{article.zuoZheEn_L}}. {{article.titleEn}}. Front. Math. China, 2017, 12(5): 1085‒1112 https://doi.org/10.1007/s11464-017-0656-x

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