File Download

There are no files associated with this item.

Supplementary

Article: A multivariate regime-switching mean reverting process and its application to the valuation of credit risk

TitleA multivariate regime-switching mean reverting process and its application to the valuation of credit risk
Authors
Issue Date2014
PublisherTaylor & Francis. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/07362994.asp
Citation
Stochastic Analysis and Applications , 2014, v. 32 n. 4, p. 687-710 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/199240

 

DC FieldValueLanguage
dc.contributor.authorDong, Yen_US
dc.contributor.authorYuen, KCen_US
dc.contributor.authorWu, Cen_US
dc.date.accessioned2014-07-22T01:09:56Z-
dc.date.available2014-07-22T01:09:56Z-
dc.date.issued2014en_US
dc.identifier.citationStochastic Analysis and Applications , 2014, v. 32 n. 4, p. 687-710en_US
dc.identifier.urihttp://hdl.handle.net/10722/199240-
dc.languageengen_US
dc.publisherTaylor & Francis. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/07362994.aspen_US
dc.relation.ispartofStochastic Analysis and Applicationsen_US
dc.rightsPREPRINT This is a preprint of an article whose final and definitive form has been published in the [JOURNAL TITLE] [year of publication] [copyright Taylor & Francis]; [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article POSTPRINT ‘This is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article.en_US
dc.titleA multivariate regime-switching mean reverting process and its application to the valuation of credit risken_US
dc.typeArticleen_US
dc.identifier.emailYuen, KC: kcyuen@hku.hken_US
dc.identifier.authorityYuen, KC=rp00836en_US
dc.identifier.hkuros231687en_US
dc.identifier.volume32en_US
dc.identifier.issue4en_US
dc.identifier.spage687en_US
dc.identifier.epage710en_US

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats