Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads

Computational Economics, Volume 46, Issue 2, pp243-273, August 2015.

Author(s) :

Michele Leonardo Bianchi

Computational Economics, Volume 46, Issue 2, pp243-273, August 2015.

Type : Academic publication
Date : le 01/01/2015
Research Cluster : Economics
Source : Computational Economics

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