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Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
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pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
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Non-linear Gaussian sovereign CDS pricing models
Realdon, Marco
- In:
Quantitative finance
19
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2019
)
2
,
pp. 191-210
Persistent link: https://www.econbiz.de/10012194648
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