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Article: Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
Title | Unilateral counterparty risk valuation of CDS using a regime-switching intensity model |
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Authors | |
Issue Date | 2014 |
Publisher | Elsevier. |
Citation | Statistics and Probability Letters, 2014, v. 85, p. 25-35 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/199243 |
DC Field | Value | Language |
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dc.contributor.author | Dong, Y | en_US |
dc.contributor.author | Yuen, KC | en_US |
dc.contributor.author | Wu, C | en_US |
dc.date.accessioned | 2014-07-22T01:09:56Z | - |
dc.date.available | 2014-07-22T01:09:56Z | - |
dc.date.issued | 2014 | en_US |
dc.identifier.citation | Statistics and Probability Letters, 2014, v. 85, p. 25-35 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/199243 | - |
dc.language | eng | en_US |
dc.publisher | Elsevier. | en_US |
dc.relation.ispartof | Statistics and Probability Letters | en_US |
dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication in <Journal title>. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in PUBLICATION, [VOL#, ISSUE#, (DATE)] DOI# | en_US |
dc.title | Unilateral counterparty risk valuation of CDS using a regime-switching intensity model | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | en_US |
dc.identifier.authority | Yuen, KC=rp00836 | en_US |
dc.identifier.hkuros | 231733 | en_US |
dc.identifier.volume | 85 | en_US |
dc.identifier.spage | 25 | en_US |
dc.identifier.epage | 35 | en_US |