Pages that link to "Item:Q2893288"
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The following pages link to Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288):
Displaying 11 items.
- A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
- Pricing of discount bonds with a Markov switching regime (Q481375) (← links)
- Towards a general theory of bond markets (Q1367703) (← links)
- Market implied volatilities for defaultable bonds (Q2327695) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- Defaultable bond pricing using regime switching intensity model (Q2855153) (← links)
- A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869) (← links)
- Bond markets with stochastic volatility (Q3572018) (← links)
- The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
- (Q5481336) (← links)