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Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures
Lau, John
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Siu, Tak
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Computational Economics
31
(
2008
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3
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pp. 255-288
Persistent link: https://www.econbiz.de/10005542320
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A Flexible Markov Chain Approach for Multivariate Credit Ratings
Fung, Eric
;
Siu, Tak
- In:
Computational Economics
39
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2012
)
2
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pp. 135-143
Persistent link: https://www.econbiz.de/10010866818
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