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Monotonicities in a Markov chain model for valuing corporate bonds subject to credit risk
Kijima, Masaaki - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 229-247
Persistent link: https://www.econbiz.de/10001245921
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Stochastic processes with applications to finance
Kijima, Masaaki - 2003
Persistent link: https://www.econbiz.de/10004446940
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A Markov chain model for valuing credit risk derivatives
Kijima, Masaaki - In: The journal of derivatives : the official publication … 6 (1998) 1, pp. 97-108
Persistent link: https://www.econbiz.de/10001248808
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A Markovian framework in multi-factor Heath-Jarrow-Morton models
Inui, Koji - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 423-440
Persistent link: https://www.econbiz.de/10001251496