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	Structural credit risk modelling with Hawkes jump diffusion processes
	Ma, Yong; Xu, Weidong
刊名	Journal of Computational and Applied Mathematics
	2016
卷号	Vol.303页码:69-80
关键词	Default clustering Hawkes process Jump clustering Default correlation
ISSN号	0377-0427
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6068452
专题	湖南大学
作者单位	1.College of Finance and Statistics, Hunan University, Changsha 2.410079, China 3.School of Management, Zhejiang University, Hangzhou 4.310085, China
推荐引用方式 GB/T 7714	Ma, Yong,Xu, Weidong. Structural credit risk modelling with Hawkes jump diffusion processes[J]. Journal of Computational and Applied Mathematics,2016,Vol.303:69-80.
APA	Ma, Yong,&Xu, Weidong.(2016).Structural credit risk modelling with Hawkes jump diffusion processes.Journal of Computational and Applied Mathematics,Vol.303,69-80.
MLA	Ma, Yong,et al."Structural credit risk modelling with Hawkes jump diffusion processes".Journal of Computational and Applied Mathematics Vol.303(2016):69-80.

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