A Markov regime-switching marked point process for short-rate analysis with credit risk
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Publication:611051
DOI10.1155/2010/870516zbMath1203.91304OpenAlexW2009171974WikidataQ58651970 ScholiaQ58651970MaRDI QIDQ611051
Publication date: 14 December 2010
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/230475
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