Pricing the credit default swap rate for jump diffusion default intensity processes

Yong Ki Ma, Jeong Hoon Kim

Research output: Contribution to journalArticle

13 Citations (Scopus)
Original languageEnglish
Pages (from-to)809-817
Number of pages9
JournalQuantitative Finance
Volume10
Issue number8
DOIs
Publication statusPublished - 2010 Sep 23

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics, Econometrics and Finance(all)

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