Pricing Defaultable Bonds in a Markov Modulated Market

Stochastic Analysis and Applications 2012 Vol. 30; Iss. 3

Pricing Defaultable Bonds in a Markov Modulated Market

Banerjee, Tamal, Ghosh, Mrinal K., Iyer, Srikanth K.
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Volume:
30
Year:
2012
Language:
english
Pages:
28
DOI:
10.1080/07362994.2012.668442
File:
PDF, 528 KB
english, 2012
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