Defaultable bond pricing using regime switching intensity model (Q2855153)
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scientific article; zbMATH DE number 6219445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Defaultable bond pricing using regime switching intensity model |
scientific article; zbMATH DE number 6219445 |
Statements
24 October 2013
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defaultable bond
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regime switching
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conditional Laplace transform
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credit rating
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Markov copula
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Defaultable bond pricing using regime switching intensity model (English)
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0.7876652479171753
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0.7609911561012268
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0.7600083947181702
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0.7588658332824707
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