Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:33, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing Defaultable Bonds in a Markov Modulated Market |
scientific article |
Statements
Pricing Defaultable Bonds in a Markov Modulated Market (English)
0 references
20 June 2012
0 references
Credit spread
0 references
defaultable bond
0 references
minimal martingale measure
0 references
quadratic hedging
0 references
structural approach
0 references