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Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity

  • Mohamed Ben Alaya
  • Ahmed Kebaier
  • Djibril Sarr
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Cite

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BibTeX
@misc{alaya2026credit,
  title = {{Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity}},
  author = {Mohamed Ben Alaya and Ahmed Kebaier and Djibril Sarr},
  howpublished = {HAL},
  year = {2026},
  month = oct,
  doi = {10.1016/j.cam.2019.112462},
  eprint = {2409.09179},
  archivePrefix = {arXiv},
  url = {https://hal.science/hal-05782957v1},
}
RIS
TY  - UNPB
TI  - Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity
AU  - Mohamed Ben Alaya
AU  - Ahmed Kebaier
AU  - Djibril Sarr
PY  - 2026
DA  - 2026/10/07
PB  - HAL
DO  - 10.1016/j.cam.2019.112462
UR  - https://hal.science/hal-05782957v1
SN  - 0377-0427
ER  -