An inhomogeneous semi-Markov model for the term structure of credit risk spreads (Q5475395)
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scientific article; zbMATH DE number 5033692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inhomogeneous semi-Markov model for the term structure of credit risk spreads |
scientific article; zbMATH DE number 5033692 |
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An inhomogeneous semi-Markov model for the term structure of credit risk spreads (English)
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19 June 2006
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inhomogeneous semi-Markov chain
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credit rating
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stochastic monotonicity
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