有散粒噪声的机制转换的马尔科夫copula模型下的有担保安排的CDS的风险分析
梁雪, 董迎辉, 陈洋
有散粒噪声的机制转换的马尔科夫copula模型下的有担保安排的CDS的风险分析
Risk Analysis of Collateralized CDS under Markov Copula Model with Regime Switching and Shot Noise
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