Pages that link to "Item:Q2445481"
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The following pages link to On the default probability in a regime-switching regulated market (Q2445481):
Displaying 3 items.
- A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Reliability for discrete state systems with cyclic missions periods (Q2281839) (← links)