Showing results 1 to 3 of 3
| Title | Author(s) | Issue Date | |
|---|---|---|---|
An improved multivariate Markov chain model for credit risk Journal:The Journal of Credit Risk | 2009 | ||
Modeling default data via an interactive hidden markov model Journal:Computational Economics | 2009 | ||
Pricing exotic options under a high-order markovian regime switching model Journal:Journal of Applied Mathematics and Decision Sciences | 2007 |