Combining hazard rates with the CreditGrades model: A hybrid method to value CDS contracts

Lee, Chih-WeiChih-WeiLeeCHENG-KUN KUO2020-02-152020-02-1520152424-7863https://scholars.lib.ntu.edu.tw/handle/123456789/459390Combining hazard rates with the CreditGrades model: A hybrid method to value CDS contractsjournal article10.1142/S2424786315500371WOS:000216778200005