Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090)
From MaRDI portal
scientific article; zbMATH DE number 7405705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Basket CDS pricing with default intensities using a regime-switching shot-noise model |
scientific article; zbMATH DE number 7405705 |
Statements
Basket CDS pricing with default intensities using a regime-switching shot-noise model (English)
0 references
1 October 2021
0 references
basket CDS
0 references
default intensity
0 references
regime-switching
0 references
shot-noise process
0 references
0 references
0 references
0 references
