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Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Baeho Kim | - |
| dc.date.accessioned | 2021-08-28T11:34:42Z | - |
| dc.date.available | 2021-08-28T11:34:42Z | - |
| dc.date.created | 2021-04-22 | - |
| dc.date.issued | 2016-11-17 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/26205 | - |
| dc.publisher | Society for Industrial and Applied Mathematics | - |
| dc.title | Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios | - |
| dc.title.alternative | Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios | - |
| dc.type | Conference | - |
| dc.contributor.affiliatedAuthor | Baeho Kim | - |
| dc.identifier.bibliographicCitation | SIAM Conference on Financial Mathematics & Engineering | - |
| dc.relation.isPartOf | SIAM Conference on Financial Mathematics & Engineering | - |
| dc.relation.isPartOf | SIAM Conference on Financial Mathematics & Engineering | - |
| dc.citation.title | SIAM Conference on Financial Mathematics & Engineering | - |
| dc.citation.conferencePlace | US | - |
| dc.citation.conferenceDate | 2016-11-17 | - |
| dc.type.rims | CONF | - |
| dc.description.journalClass | 1 | - |
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