DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL (Q2855153): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2006724607 / rank | |||
Normal rank | |||
Latest revision as of 01:29, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL |
scientific article |
Statements
DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL (English)
0 references
24 October 2013
0 references
defaultable bond
0 references
regime switching
0 references
conditional Laplace transform
0 references
credit rating
0 references
Markov copula
0 references
