Bivariate semi-Markov reward chain and credit spreads (Q5382703)
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scientific article; zbMATH DE number 7067530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate semi-Markov reward chain and credit spreads |
scientific article; zbMATH DE number 7067530 |
Statements
Bivariate semi-Markov reward chain and credit spreads (English)
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18 June 2019
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reward process
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bivariate semi-Markov chain
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credit spread
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