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Article: A reduced-form model for correlated defaults with regime-switching shot noise intensities

TitleA reduced-form model for correlated defaults with regime-switching shot noise intensities
Authors
Issue Date2014
PublisherSpringer. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=1387-5841
Citation
Methodology and Computing in Applied Probability, 2014 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/214579

 

DC FieldValueLanguage
dc.contributor.authorDong, Y-
dc.contributor.authorYuen, KC-
dc.contributor.authorWang, G-
dc.contributor.authorWu, C-
dc.date.accessioned2015-08-21T11:38:54Z-
dc.date.available2015-08-21T11:38:54Z-
dc.date.issued2014-
dc.identifier.citationMethodology and Computing in Applied Probability, 2014-
dc.identifier.urihttp://hdl.handle.net/10722/214579-
dc.languageeng-
dc.publisherSpringer. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=1387-5841-
dc.relation.ispartofMethodology and Computing in Applied Probability-
dc.rightsThe final publication is available at Springer via http://dx.doi.org/[insert DOI]-
dc.titleA reduced-form model for correlated defaults with regime-switching shot noise intensities-
dc.typeArticle-
dc.identifier.emailDong, Y: yhd1030@hku.hk-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.identifier.doi10.1007/s11009-014-9431-6-
dc.identifier.hkuros249988-

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