Default swap games driven by spectrally negative Lévy processes

Masahiko Egami, Tim Leung, Kazutoshi Yamazaki
  • Stochastic Processes and their Applications, February 2013, Elsevier
  • DOI: 10.1016/j.spa.2012.09.008
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The following have contributed to this page: Prof. Kazutoshi Yamazaki