Pages that link to "Item:Q5273708"
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The following pages link to Modeling of the Defaultable Term Structure: Conditionally Markov Approach (Q5273708):
Displaying 4 items.
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- RATING BASED LÉVY LIBOR MODEL (Q2851557) (← links)
- REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK (Q2853377) (← links)
- The Defaultable Lévy Term Structure: Ratings and Restructuring (Q4409031) (← links)