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Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
Bao, Qunfang
;
Chen, Si
;
Li, Shenghong
- In:
Economic modelling
29
(
2012
)
2
,
pp. 471-477
Persistent link: https://www.econbiz.de/10009536792
Saved in:
2
An efficient estimate and forecast of the implied volatility surface : a nonlinear Kalman filter approach
Chen, Si
;
Zhou, Zhen
;
Li, Shenghong
- In:
Economic modelling
58
(
2016
),
pp. 655-664
Persistent link: https://www.econbiz.de/10011647943
Saved in:
3
Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
Bao, Qunfang
;
Chen, Si
;
Li, Shenghong
- In:
Economic modelling
29
(
2012
)
2
,
pp. 471-478
Persistent link: https://www.econbiz.de/10009825603
Saved in:
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