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.
https://wsc.project.cwi.nl/wake-up-call/research-topics/papers/esr3-sidy-diop/quantocds.pdf/view
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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.