A Markov regime-switching marked point process for short-rate analysis with credit risk.
International Journal of Stochastic Analysis (2010)
- Volume: 2010, page Article ID 870516, 18 p..-Article ID 870516, 18 p..
- ISSN: 2090-3332
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topSiu, Tak Kuen. "A Markov regime-switching marked point process for short-rate analysis with credit risk.." International Journal of Stochastic Analysis 2010 (2010): Article ID 870516, 18 p..-Article ID 870516, 18 p... <http://eudml.org/doc/230475>.
@article{Siu2010,
author = {Siu, Tak Kuen},
journal = {International Journal of Stochastic Analysis},
language = {eng},
pages = {Article ID 870516, 18 p..-Article ID 870516, 18 p..},
publisher = {Hindawi Publishing Corporation, New York},
title = {A Markov regime-switching marked point process for short-rate analysis with credit risk.},
url = {http://eudml.org/doc/230475},
volume = {2010},
year = {2010},
}
TY - JOUR
AU - Siu, Tak Kuen
TI - A Markov regime-switching marked point process for short-rate analysis with credit risk.
JO - International Journal of Stochastic Analysis
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 870516, 18 p..
EP - Article ID 870516, 18 p..
LA - eng
UR - http://eudml.org/doc/230475
ER -
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