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~isPartOf:"Applied mathematical finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The journal of computational finance"
~isPartOf:"The review of financial studies"
~person:"Diop, Sidy"
~person:"Kercheval, Alec"
~subject:"Credit risk"
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Kreditrisiko
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Diop, Sidy
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Applied mathematical finance
Risks : open access journal
The journal of computational finance
The review of financial studies
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ECONIS (ZBW)
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Sovereign CDS calibration under a hybrid sovereign risk model
Diop, Sidy
;
Pascucci, Andrea
;
Francesco, Marco Di
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012129157
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2
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
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