Bivariate semi-Markov reward chain and credit spreads (Q5382703): Difference between revisions
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scientific article; zbMATH DE number 7067530
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English | Bivariate semi-Markov reward chain and credit spreads |
scientific article; zbMATH DE number 7067530 |
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Bivariate semi-Markov reward chain and credit spreads (English)
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18 June 2019
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reward process
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bivariate semi-Markov chain
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credit spread
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