DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL (Q2855153): Difference between revisions
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Revision as of 08:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL |
scientific article |
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DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL (English)
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24 October 2013
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defaultable bond
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regime switching
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conditional Laplace transform
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credit rating
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Markov copula
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