PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL
| Year of publication: |
2013
|
|---|---|
| Authors: | BANERJEE, TAMAL ; GHOSH, MRINAL K. ; IYER, SRIKANTH K. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 14289829. - Vol. 16.2013, 4
|