Pages that link to "Item:Q2834907"
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The following pages link to A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907):
Displaying 3 items.
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- The valuation at origination of mortgages with full prepayment and default risks (Q6549637) (← links)
