A first-passage-time model under regime-switching market environment
Mi Ae Kim; Bong-Gyu Jang; Ho-Seok Lee
| Year of publication: |
2008
|
|---|---|
| Authors: | Kim, Mi Ae ; Jang, Bong-gyu ; Lee, Ho-seok |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2617-2627
|
| Subject: | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003795838