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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