Pricing credit derivatives under a correlated regime-switching hazard processes model

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Publication:2397578

DOI10.3934/JIMO.2016079zbMath1361.91060OpenAlexW2531613812MaRDI QIDQ2397578

Yinghui Dong, Kam-Chuen Yuen, Guo-jing Wang

Publication date: 22 May 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2016079




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