Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model (Q4609030)
From MaRDI portal
scientific article; zbMATH DE number 6854750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model |
scientific article; zbMATH DE number 6854750 |
Statements
Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model (English)
0 references
29 March 2018
0 references
0 references
0 references
