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Stochastic Intensity Margin Modeling of Credit Default Swap PortfoliosStochastic Intensity Margin Modeling of Credit Default Swap Portfolios
- Alternative Title
- Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios
- Authors
- Baeho Kim
- Issue Date
- 17-11월-2016
- Publisher
- Society for Industrial and Applied Mathematics
- Citation
- SIAM Conference on Financial Mathematics & Engineering
- Conference Name
- SIAM Conference on Financial Mathematics & Engineering
- Place
- US
- Conference Date
- 2016-11-17
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