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Integrating market and credit risk using a simplified frailty default correlation structure
Kuo, Cheng-kun
;
Lee, Chih-Wei
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10003502386
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2
INTEGRATING MARKET AND CREDIT RISK USING A SIMPLIFIED FRAILTY DEFAULT CORRELATION STRUCTURE
Kuo, Cheng-kun
;
Lee, Chih-wei
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10007757056
Saved in:
3
A poisson model with common shocks for CDO valuation
Lee, Chih-Wei
;
Kuo, Cheng-kun
;
Urrutia, Jorge Luis
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 72-81
Persistent link: https://www.econbiz.de/10002682803
Saved in:
4
A POISSON MODEL WITH COMMON SHOCKS FOR CDO VALUATION
Lee, Chih-wei
;
Kuo, Cheng-kun
;
Urrutia, Jorge Luis
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 72-81
Persistent link: https://www.econbiz.de/10007151060
Saved in:
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