BibTex format
@article{Brigo:2005:10.1007/s00780-004-0131-x,
author = {Brigo, D and Alfonsi, A},
doi = {10.1007/s00780-004-0131-x},
journal = {FINANCE AND STOCHASTICS},
pages = {29--42},
title = {Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model},
url = {http://dx.doi.org/10.1007/s00780-004-0131-x},
volume = {9},
year = {2005}
}