A MARKOV CHAIN MODEL FOR VALUING CREDIT RISK DERIVATIVES
| Year of publication: |
1998
|
|---|---|
| Authors: | Kijima, Masaaki ; Komoribayashi, Katsuya |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 6.1998, 1, p. 97
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