Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288): Difference between revisions
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Revision as of 01:11, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Defaultable Bonds in a Markov Modulated Market |
scientific article |
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Pricing Defaultable Bonds in a Markov Modulated Market (English)
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20 June 2012
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Credit spread
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defaultable bond
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minimal martingale measure
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quadratic hedging
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structural approach
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