Risk Analysis of Collateralized CDS under Markov Copula Model with Regime Switching and Shot Noise
LIANG Xue, DONG YingHui, CHEN Yang
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST . 2017, (4): 385 -407 .  DOI: 10.3969/j.issn.1001-4268.2017.04.005

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