A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes
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The authors cordially thank the anonymous reviewers for valuable comments to improve the earlier version of the paper.This work was supported by the National Natural Science Foundation of ChinaGrant .11371274,11671291;the Natural Science Foundation of Jiangsu ProvinceGrant BK20160300;the Open Project of Jiangsu Key Laboratory of Financial EngineeringGrant NSK2015-05
2018-08-27(万方平台首次上网日期,不代表论文的发表时间)
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