Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
| Year of publication: |
2012
|
|---|---|
| Authors: | Bao, Qunfang ; Chen, Si ; Li, Shenghong |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 2, p. 471-478
|