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Chengcang Ma

  1. Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling
    2016/02/17 by Ying Jiao, Chengcang Ma, Jiao, Ying +4 · 5 citations
    Economics, Econometrics and Finance · #Stochastic processes and financial applications #Credit Risk and Financial Regulations #Monetary Policy and Economic Impact