Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592): Difference between revisions

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+https://doi.org/10.1007/s10614-006-9080-0
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+W1982289974
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+Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
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+Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
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+Homogeneous semi-Markov reliability models for credit risk management
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+Reward model solution methods with impulse and rate rewards: an algorithm and numerical results
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+A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process
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