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"Credit default swap spreads modeling and forecasting with a stochastic ..."

Giacomo Ascione, Michele Bufalo, Giuseppe Orlando (2024)

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DOI: 10.1016/J.CAM.2024.115993

access: closed

type: Journal Article

metadata version: 2024-08-22

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Giacomo Ascione, Michele Bufalo, Giuseppe Orlando:
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model. J. Comput. Appl. Math. 451: 115993 (2024)

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