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Affine jump diffusion model
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Credit default swap (CDS)
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Ching, Wai Ki
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Gu, Jia-Wen
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Siu, Tak Kuen
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Yang, Qing-Qing
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Yu, Feng-Hui
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Computational economics
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Modeling credit risk with hidden Markov default intensity
Yu, Feng-Hui
;
Lu, Jiejun
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
Computational economics
54
(
2019
)
3
,
pp. 1213-1229
Persistent link: https://www.econbiz.de/10012134519
Saved in:
2
On optimal pricing model for multiple dealers in a competitive market
Yang, Qing-Qing
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
1
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012134689
Saved in:
3
On modeling economic default time : a reduced-form model approach
Gu, Jia-Wen
;
Jiang, Bo
;
Ching, Wai Ki
;
Zheng, Harry
- In:
Computational economics
47
(
2016
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10011712314
Saved in:
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