以跳躍隨機過程描繪違約風險的信用組合動態模型

Project title

以跳躍隨機過程描繪違約風險的信用組合動態模型

Internal ID

102-2410-H-002-065-

Principal Investigator

Start Date

August 1, 2013

End Date

July 31, 2014

Partner Organizations

National Science and Technology Council