A contagion model with Markov regime-switching intensities (Q2258911)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A contagion model with Markov regime-switching intensities |
scientific article |
Statements
A contagion model with Markov regime-switching intensities (English)
0 references
27 February 2015
0 references
credit default swap
0 references
contagion model
0 references
Markov regime-switching
0 references
change of measure
0 references
0 references
