A Markov model for the term structure of risky bonds with dependent rating-migration processes

✍ Scribed by S. V. Malinovskii; L. V. Nazarov

• Publisher: Springer US
• Year: 2007
• Tongue: English
• Weight: 164 KB
• Volume: 146
• Category: Article
• ISSN: 1573-8795
• DOI: 10.1007/s10958-007-0462-1