𝔖 Bobbio Scriptorium
✦   LIBER   ✦

CB – Time Dependent Markov Model for Pricing Convertible Bonds

✍ Scribed by Takeaki Kariya; Hiroshi Tsuda

Book ID
110284862
Publisher
Springer
Year
2000
Tongue
English
Weight
187 KB
Volume
7
Category
Article
ISSN
1573-6946

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A compound measure of dependability for
A compound measure of dependability for systems modeled by continuous-time absorbing Markov processes
✍ Attila Csenki 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 412 KB 👁 2 views

The Markov analysis of reliability models frequently involves a partitioning of the state space into two or more subsets, each corresponding to a given degree of functionality of the system. A common partitioning is G U B U { W ) , where G (good) and B (bad) stand, respectively, for fully and partia