Pages that link to "Item:Q5475395"

The following pages link to An inhomogeneous semi-Markov model for the term structure of credit risk spreads (Q5475395):

Displaying 16 items.

• Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions (Q656953) (← links)
• Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025) (← links)
• \(\mathcal{G}\)-inhomogeneous Markov systems of high order (Q973027) (← links)
• Semi-Markov reliability models with recurrence times and credit rating applications (Q1040038) (← links)
• Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models (Q1929893) (← links)
• Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089) (← links)
• The price leadership share: a new measure of price discovery in financial markets (Q2022925) (← links)
• ROCOF of higher order for semi-Markov processes (Q2101996) (← links)
• Fuzzy semi-Markov migration process in credit risk (Q2445431) (← links)
• Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
• Exotic Properties of Non Homogeneous Markov and Semi-Markov Systems (Q2862301) (← links)
• A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION (Q3005958) (← links)
• Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662) (← links)
• Semimartingale representation of a class of semi-Markov dynamics (Q6204790) (← links)
• A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)
• A semi-Markov approach to financial modelling during the COVID-19 pandemic (Q6609933) (← links)