Sovereign CDS calibration under a hybrid Sovereign Risk Model, 20 March 2018Gian Luca De Marchi, Marco Di Francesco, Sidy Diop, Andrea Pascucci: Abstract to follow.https://wakeupcall.project.cwi.nl/research-topics/papers/esr3-sidy-diop/quantocds.pdf/viewhttps://wakeupcall.project.cwi.nl/logo.png
Sovereign CDS calibration under a hybrid Sovereign Risk Model, 20 March 2018
Gian Luca De Marchi, Marco Di Francesco, Sidy Diop, Andrea Pascucci: Abstract to follow.