Pages that link to "Item:Q3094223"

The following pages link to Default Times in a Continuous-Time Markovian Regime Switching Model (Q3094223):

Displaying 2 items.

• Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
• A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524) (← links)