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Article: Pricing credit derivatives under a correlated regime-switching hazard process

TitlePricing credit derivatives under a correlated regime-switching hazard process
Authors
Issue Date2016
Citation
Journal of Industrial and Management Optimization (Forthcoming) How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/227438

 

DC FieldValueLanguage
dc.contributor.authorDong, Y-
dc.contributor.authorYuen, KC-
dc.contributor.authorWang, G-
dc.date.accessioned2016-07-18T09:10:30Z-
dc.date.available2016-07-18T09:10:30Z-
dc.date.issued2016-
dc.identifier.citationJournal of Industrial and Management Optimization (Forthcoming)-
dc.identifier.urihttp://hdl.handle.net/10722/227438-
dc.languageeng-
dc.relation.ispartofJournal of Industrial and Management Optimization-
dc.titlePricing credit derivatives under a correlated regime-switching hazard process-
dc.typeArticle-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.identifier.hkuros258856-

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