The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:28, 8 February 2024
scientific article; zbMATH DE number 7459561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model |
scientific article; zbMATH DE number 7459561 |
Statements
The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (English)
0 references
19 January 2022
0 references
