Credit default swap pricing with counterparty risk in a reduced form model with Hawkes process
Article in Communication in Statistics- Theory and Methods (May 2024)
The most recent citing publications are shown below. View all 9 publications that cite this research output on Dimensions.
Article in Communication in Statistics- Theory and Methods (May 2024)
Article in Fractional Calculus and Applied Analysis (January 2024)
Article in The North American Journal of Economics and Finance (January 2024)