|
|||||
|
|
Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads |
|
| Authors: | Michele Leonardo Bianchi Frank J Fabozzi |
| Affiliation: | 1. Regulation and Macroprudential Analysis Directorate, Bank of Italy, Rome, Italy 2. EDHEC Business School, Nice, France |
| Abstract: | |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |