A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524): Difference between revisions

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+Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362994.2014.917430
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+W2089038838
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@@ Property / cites work @@
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