Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090)
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scientific article; zbMATH DE number 7405705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Basket CDS pricing with default intensities using a regime-switching shot-noise model |
scientific article; zbMATH DE number 7405705 |
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Basket CDS pricing with default intensities using a regime-switching shot-noise model (English)
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1 October 2021
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basket CDS
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default intensity
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regime-switching
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shot-noise process
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