학위논문(박사) - 한국과학기술원 : 경영공학과, 2013.2, [ iii, 66 p. ]
credit default swap; default contagion; Hawkes process; reduced-form approach; 신용디폴트스왑; 부도전염; Hawkes 프로세스; 축약형 모형; CDS 기간구조; CDS term-structure
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