
Option pricing in a hidden Markov model of the short rate with application to risky debt evaluation
Ramponi, Alessandro, Scarlatti, SergioVolume:
11
Année:
2009
Langue:
english
Journal:
International Journal of Risk Assessment and Management
DOI:
10.1504/ijram.2009.022199
Fichier:
PDF, 529 KB
english, 2009