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Basket CDS pricing with interacting intensities
Zheng, Harry; Jiang, Lishang - In: Finance and stochastics 13 (2009) 3, pp. 445-469
Persistent link: https://www.econbiz.de/10003899327
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On modeling credit defaults : a probabilistic Boolean network approach
Gu, Jia-wen; Ching, Wai Ki; Siu, Tak Kuen; Zheng, Harry - In: Risk and decision analysis 4 (2013) 2, pp. 119-129
Persistent link: https://www.econbiz.de/10009782545