Modeling the Forward CDS Spreads with Jumps
Work
Year: 2012
Type: article
Authors Dewen Xiong, Michael Kohlmann
Institutions Shanghai Jiao Tong University, University of Konstanz
Cites: 18
Cited by: 1
Related to: 10
FWCI: 0.299
Citation percentile (by year/subfield): 50.28
Subfield: Finance
Domain: Social Sciences
Open Access status: closed