Browsing "Faculty of Science" by Author wu, zy

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TitleAuthor(s)Issue Date
 
Hidden Markov Models for Default Risk
Proceeding/Conference:Proceedings of the 2nd International Symposium on Financial Information Processing (FIP 2009)
2009
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009