A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy |
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A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (English)
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20 June 2012
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risky zero coupon bond
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Longstaff and Schwartz model
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Markov modulated economy
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down-and-out European barrier call option
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risk minimal martingale measure
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bond default probability
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